Hello
I have seen this error before when trying to access using Powershell, and it may seem something related to the cached credential expected in the browser.
Try the next:
I managed to resolve it by visiting https://mysignins.microsoft.com/security-info on Edge and login using the same account I was trying in PS.
It will show you the same message as "We need extra information etc etc", then when I clicked next, it simply brings me to a "All done, your login/MFA is now setup" (something along the lines, I cant remember exactly what the page says now).
Now then try again in PS it should log you in without issues.
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