@Michael Abdo (LCL-C) Thanks for reaching out. I dont have the logs coming in Risk Detection section in Azure AD. So I will use your data to see how we can get you that detailed information.
From what I understood from your query, you want to get this RiskDetail field in the CSV that you download :
Can you confirm if you do not see this Risk Detail in your CSV at all ? Many a times the value is present under some other column name due to some reason. So check for that as well. If you can't find it, we can take this offline to further investigate as well.
For that you can drop me an email at azcommunity@microsoft.com with subject "Atten-Vipul" and I will get in touch with you.
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