As noted in https://developer.microsoft.com/en-us/graph/known-issues/?search=13635:
The following limitations apply to query parameters:
- $expand on relationships of directory objects:
- Returns a maximum of 20 objects except for /users?$expand=registeredDevices which returns up to 100 objects.
- No support for @odata.nextLink.
- No support for more than one level of expand.
- No support for nesting other query parameters such as $filter and $select inside an $expand query.
Hence the proper way is to run individual requests instead of relying on $expand.