Processes in Microsoft 365 for setting up Office apps, redeeming product keys, and activating licenses.
Hey I had suffered with this same issues for a while when I first got my mac.
Searching around in different forums I found a solution. You shouldn't need to delete any preferences since you have no problem signing into Messenger.
Now all you need to do to rectify the issue is sign in to Hotmail > on the top right of the screen where your name is > left click > select sign out of messenger (or something along those lines).
Now what this does is it will stop you from being signed into messenger from the web every time you sign into Hotmail.
This was never a problem with Windows Live Messenger as that supports multiple location sign in, meaning you can be signed onto messenger from various locations at the same time.
In comparison Messenger on Mac does not support multiple location sign in, clicking through to email from Messenger Mac would log you onto web messenger in Hotmail & force sign out Microsoft Messenger for Mac.
A very simple fix. Why oh why MSN/Hotmail ever bothered adding web messenger into Hotmail is anyones guess.
Hope that Helps.
:)