As an M365 Global admin, you do not need to grant admin consent specifically for the "clarity.microsoft.com" app. Microsoft-owned apps, such as "clarity.microsoft.com," are considered trusted within the Microsoft ecosystem, and consent is automatically granted for these apps.
When your users authenticate to "clarity.microsoft.com" using their xyz.com identities, they will go through the regular authentication process and will not require any additional admin consent. The authentication flow will rely on the existing trust relationship between Microsoft and xyz.com.
Therefore, you can inform your users that they can proceed with authenticating to "clarity.microsoft.com" using their xyz.com credentials without the need for additional admin consent on your part.