Or use a login system you already have.
And if you for whatever reason get locked out of your microsoft account (and I say this as someone who had this happen with a Google account) your are basically locked out of your online life.
I own my own domain for my email address (xxxx@mydomain.com). As long as I can set the MX record of that domain freely, I can always restore access to my email adress no matter what any email provider decides to do or block me for.
Its not hard.
If you don’t feel comfortable doing so: maybe that is telling.
Account issues, recovery, support that can be manipulated, a single breach or bad password that grants access to their admin interfaces, implementing their own 2FA.
And, serious people want SSO anyway, and most people have some kind of authentication they can lean on.
You can make a stodgy password login if you want, or you can run a keycloak yourself.
If you don't want to run an OIDC provider for yourself, why would you want them to?
Genuinely I applaud the idea that they're SSO first, and have as little information as possible to handle things. If you don't like it; well, run your own, run headscale - or, use wireguard another way.
Not every company needs their own login system. I fucking hate it.