Managing sound and video settings during Teams meetings and calls for optimal communication
Ok, yes I understand, that message is because the Global admin was created an conditional access policy in the Office 365 tenant at your company due to security reason, so only specific device registered in Azure, will be allowed to use for you. So, in that case you should talk with the "IT HelpDesk" department at your company, and you should ask them to configure your Virtual Desktop and allow all browsers there, and hardware configuration like (Webcam/Audio/Microphone) in order to access to Teams and to use all features in the Virtual desktop. Also, you can ask them about if they has an specific VPN to get all access. But of course, all those settings will depend in that policies, here in the community we can't suggest any process to avoid that policies of your company.
See more information in below link about Azure conditional access: