@Rahul Kaim This may happen due to WIA (Windows Integrated Authentication). You can try to login to your Windows 10 machine using your GA credentials or running PowerShell with GA Credentials and run Connect-AzureAD, it should work. You can also test by breaking WIA by removing the IDP URLs (for seamless SSO) from local intranet zone, and try Connect-AzureAD. Keep in mind, if you remove IDP URLs from local Intranet zone it may break SSO experience for other applications as well. So try this for testing purpose and revert this change afterwards.
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