Hello RomanMelekh,
Unfortunately there is no way to use SSO during powershell execution, obviously for potential security risks.
The only way is if you have a hybrid AD in Azure and you can use the Seamless SSO option:
https://learn.microsoft.com/en-us/azure/active-directory/hybrid/tshoot-connect-sso
Part of the AD Connect module:https://learn.microsoft.com/en-us/azure/active-directory/hybrid/reference-connect-version-history#14380
Best regards,
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