Refer to https://learn.microsoft.com/en-us/azure/virtual-desktop/authentication
When accessing Azure Virtual Desktop using hybrid identities, sometimes the User Principal Name (UPN) or Security Identifier (SID) for the user in Active Directory (AD) and Microsoft Entra ID don't match. For example, the AD account user@contoso.local may correspond to ******@contoso.com in Microsoft Entra ID. Azure Virtual Desktop only supports this type of configuration if either the UPN or SID for both your AD and Microsoft Entra ID accounts match. SID refers to the user object property "ObjectSID" in AD and "OnPremisesSecurityIdentifier" in Microsoft Entra ID.
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hth
Marcin