The most uncomfortable part is their log in. The amount of re-directs and glitches there are insane. Its hard to believe that it works as intended.
As an example, for some reason I could not download the BAA because trying to download it lead to a login loop on their trust website, while I was still able to see the Azure console ok in the same browser.
When I signed out of my Azure account to try if a fresh login helped, it did not trigger my 2FA at the next login. In my mind, if I actively logged out from a browser window, I withdraw my trust in that device. So not being triggered for 2FA is a massive red flag.
(no I still could not download the BAA, nor file a ticket for it, but somehow a colleague could download it ok.)
On every first try, I cannot log in into Azure Portal. I chlick "try again", it works. And it's like that for months, if not years.
IMHO it says a lot of your culture if every first interaction of your customers with your product end with an error - and you simply don't care to fix it.
I've also encountered strange bugs, like asking to log into tenant A and getting logged into, instead, tenant B. In a loop, effectively locking me out.
The exact quirks and bugs seem to come and go, I presume as the code is changed & updated.
Logins that redirect to odd places. Jolting issues because you changed a seemingly innocuous security setting (i.e. OneNote refuses to sync on specific versions of the app/software if you don't grant them full access). Or just inconveniences, like having to login multiple times across their own sites when I dive into Office settings management. Seemingly forced use of the Microsoft Authenticator app from time to time.
Multiple computers, multiple devices. I can usually work around it, but it is a pain.
It is probably my "fault" by using Safari (no extensions) and not the all-praised(tm) Edge.
I couldn't add a billing profile to my MPN account the other day - endless loading without any indicator of success. It did work in Chrome though, except the "save" action which resulted in endless loading too, but still saved everything as expected.
I will say, they made a change to the auth system recently that made log-in significantly worse. Now several times a day my session expires or something and I go through a 5-10 second redirect flow which visibly jumps between different login APIs to refresh my log in state. (And of course this happens at the start of the day.)