Hello @Go-Ops
Thanks for reaching out. It seems the 'Keep me signed in (KMSI)' option is not yet available in Entra External ID. This is somehow related to the fact that External ID does not yet support session controls in conditional access policies. For additional information on what is supported in external tenants see Supported features in workforce and external tenants.
I would suggest you provide your ideas and feedback in the following link.
https://feedbackportal.microsoft.com/feedback
I hope this information is helpful. If you need anything else, we’re happy to help!