OK, I have taken your advice and I have logged out ("az logout") a second time to confirm that I am logged out.
I now do "az login" again and get a very similar message. While it does not seem to be causing any problem, I'm hesitant to ignore it without understanding it better.
WARNING: You have logged in. Now let us find all the subscriptions to which you have access...
WARNING: Failed to authenticate '{'additional_properties': {}, 'id': '/tenants/1e694636-92fd-4ca7-b666-d0545514eb69', 'tenant_id': '1e694636-92fd-4ca7-b666-d0545514eb69'}' due to error 'Get Token request returned http error: 400 and server response: {"error":"interaction_required","error_description":"AADSTS50076: Due to a configuration change made by your administrator, or because you moved to a new location, you must use multi-factor authentication to access '797f4846-ba00-4fd7-ba43-dac1f8f63013'.\r\nTrace ID: e1cc0115-d02f-4446-ac27-cc6b71376400\r\nCorrelation ID: 5d598d3c-c264-47bf-9154-f13d1a42f4c5\r\nTimestamp: 2020-05-04 16:23:21Z","error_codes":[50076],"timestamp":"2020-05-04 16:23:21Z","trace_id":"e1cc0115-d02f-4446-ac27-cc6b71376400","correlation_id":"5d598d3c-c264-47bf-9154-f13d1a42f4c5","error_uri":"https://login.microsoftonline.com/error?code=50076","suberror":"basic_action"}'
[
{
"cloudName": "AzureCloud",
"id": "acc26051-92a5-4ed1-a226-64a187bc27db",
"isDefault": true,
"name": "Azure subscription 1",
"state": "Enabled",
"tenantId": "7a838aec-0b9e-4856-a3b5-2b02613f36a2",
"user": {
"name": "sheintze@hotmail.com",
"type": "user"
}
}
]