If you are the global admin or can contact the global admin in your tenant, please have a check in Microsoft Entra ID (Azure AD portal)>Applications>Consent and permissions>User consent settings.
Direct link: https://entra.microsoft.com/#view/Microsoft_AAD_IAM/ConsentPoliciesMenuBlade/~/UserSettings
If you have the settings like:
It means when users use application that is not allowed to connect to Microsoft services, they would get the window like in your post that this action needs admin approval.
As a global admin you can add the application (in this case thunderbrid) to enterprise application to allow users connect to Exchange mailbox with it.
Or modify the user consent for applications policy from Do not allow user consent to allow user consent for apps to have them be able to connect with the apps without admin approval.
Alternatively, it is also possible to keep Do not allow user consent and create an admin consent workflow to have admins approve users' requests.
For more details on this topic please refer to these links:
Configure how users consent to applications
Configure the admin consent workflow
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