Thank you for posting your question in Microsoft Q&A.
As of now there is no option for user to login to Azure AD joined devices with their usernames as there on-premises.
User have to login to AAD joined devices with username in format of AzureAD**@osrj.si.
However, you can submit the feedback in Azure feedback portal.
https://feedback.azure.com/d365community/forum/22920db1-ad25-ec11-b6e6-000d3a4f0789
Let me know if you have any further questions on this.
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