Azure Cloud Shell Fails to connect when you have multiple tenants and 1 of them requires MFA

I have several Azure AD tenants attached to my account.

When starting cloud shell, I can choose my tenant however, a terminating error appears when one of the other tenants needs MFA and exits instead of continuing to sign in to the chosen tenant.

Steps to Reproduce:

Have an Azure AD account that is used in multiple tenants.

1. Start the Azure Cloud Shell Connector
2. Proceed with the device sign in
3. Choose the tenant that you wish sign in with

You will see an error for the other tenants about requiring MFA even though it is not the tenant you are trying to use.

The only workaround is to sign in to each tenant and then go back and sign in to the tenant you intended to in the first place.

When you do this through shell.azure.com you simply get a warning for each tenant that needs to be refreshed but you end up signed in to the correct tenant.