There are some known issues with Azure AD's Safari compatibility, but the product team has previously stated that the problem is on the Apple product side. The last I heard about this issue, the status is that the Apple team and Microsoft's PG team are working on it but there is nothing that the Microsoft development team can do because there is nothing wrong on Microsoft's side. The issue is that Apple is not properly sending cookies to login.microsoftonline server because of some privacy and security updates.
There is a workaround in this blog post that may help.
In the meantime, I will check back with the product team to see if there has been an update around this problem as the original issue was quite old and I'm not sure if your issue is the same (though it does sound similar given your description of the redirection).