Username for remote controlling AzureAD/Entra/Intune computers seem inconsistent and unpredictable.

I still have a lot of Windows 10 computers on my network that are domain joined. LogMeIn Central is very easy with those. I can sign in with my (domain admin) username and password to access any of these computers. I'm talking about the "Sign in as you would if you were sitting at the remote computer" prompt here. 

When I buy new Windows 11 computers, I do not join them to the domain. I just sign in to 365/Entra/whatever the right terminology is. 

If my initial sign in name is my own username and password, then I can remote control with that. 

If my initial sign in name is the user's, there is no guarantee that their username and password (which I do not have and do not want to ask for) will work, and I have to create a local admin account and remote with that. If I sign in as myself later, again, no guarantee that it will work. 

One one instance, the only username that is accepted is AZUREAD\UsersFullName. This is super wacky because UsersFullName is neither their username, their UPN, nor their email address. 

Clearly I am doing something wrong when provisioning these devices for LogMeIn. Any advice?