A cloud-based identity and access management service for securing user authentication and resource access
Azure is a business account, while I believe you are on personal account when you referred to your Msft 365, Outlook, and Copilot. Two completely different account types and from two different ecosystems.
Six digits code is for business account, and 8 digits code is for personal account.
It sounds like your Azure account's verification was never added to the app. Sounds like all you have on your app is for the personal account. You can re-add your personal account and change its security settings as much as you want, it will not do anything to help the Azure account, because Azure is business account and is from a different ecosystem.
Regarding this Azure account, is it from a tenant you created yourself, or a tenant you were invited to?