The Graph SDK for PowerShell cmdlets will by default return only a handful of properties. In your scenario, you need to request the properties, via the -Property parameter first:
Get-MgUser -Top 10 -Property Id,DisplayName,Mail,JobTitle,UserType,Department,CompanyName,SignInActivity | select Id,DisplayName,Mail,JobTitle,UserType,Department,CompanyName,SignInActivity
In addition, SignInActivity needs to be expanded, i.e.:
Get-MgUser -Top 10 -Property Id,DisplayName,Mail,JobTitle,UserType,Department,CompanyName,SignInActivity | select Id,DisplayName,Mail,JobTitle,UserType,Department,CompanyName,@{n="LastLogin";e={$_.signInActivity.lastSignInDateTime}}
Alternatively, you can use the Beta module/endpoint, which returns all properties by default.