Since this is about the Opsgenie features, you may be able to get better information from the Atlassian forum if no one from the community who uses the product responds here: https://community.atlassian.com/t5/custom/page/page-id/create-post-step-1?add-tags=opsgenie,Cloud&from-cac=true
From the product documentation, I don't see any mention of acknowledgement being passed back to Azure Monitor: https://support.atlassian.com/opsgenie/docs/integrate-opsgenie-with-microsoft-azure/
I'm not familiar with Opsgenie features, but if the product supports custom REST calls as part of acknowledgement, maybe you could configure it to call the relevant API endpoint directly. POST https://management.azure.com/{scope}/providers/Microsoft.AlertsManagement/alerts/{alertId}/changestate?api-version=2019-03-01&newState={newState}