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Hi Mia,
I would like to explain that the “NT AUTHORITY\authenticated users” group is used for
any user within the Active Directory service of Office 365, whether O365 Azure Users or those synced via DirSync.
It is added OOTB.
About “does it harm to remove it?”
We suggest you don’t delete it better, it is add by default and won’t affect using SharePoint online normally.
Thanks,
Qing