I'm glad that you were able to resolve your issue and thank you for posting your solution so that others experiencing the same thing can easily reference this! Since the Microsoft Q&A community has a policy that "[The question author cannot accept their own answer. They can only accept answers by others] (https://docs.microsoft.com/en-us/answers/support/accepted-answers#why-only-one-accepted-answer)**)", I'll repost your solution in case you'd like to "[Accept] (https://docs.microsoft.com/en-us/answers/support/accepted-answers#accepted-answer-in-a-question-thread)**)" the answer.
You were able to login to correct directory using below URL,
https://portal.azure.com/#@<my tenant domain>
Usually, looks like you were prompted for MFA because your account was provisioned as a guest account in one of other tenant's. And other tenant has forced MFA for all/guest users. Due to this whenever you try to access other directory you will be prompted to set up MFA.
However, if you use the URL that you followed, it will directly land you in your owner tenant.
https://portal.azure.com/#@<my tenant domain>
Let me know if you have any further questions.
Please "Accept the answer" if the information helped you. This will help us and others in the community as well.