DBATools :: how to query Azure SQL Databases with MFA

I'm following the official DBATools guide regarding how to query Azure SQL Databases. This code is working: $azureCredential = Get-Credential -Message 'Azure Credential' $azureAccount = Connect-AzAccount -Credential $azureCredential $azureToken = Get-AzAccessToken -ResourceUrl https://database.windows.net $azureInstance = "test.database.windows.net" $azureDatabase = "testsource" $server = Connect-DbaInstance -SqlInstance $azureInstance -Database $azureDatabase -AccessToken $azureToken Invoke-DbaQuery -SqlInstance $server -Query "SELECT @@VERSION" | Format-Table -AutoSize Even if it's always showing the yellow errors: WARNING: Unable to acquire token for tenant 'organizations' with error 'UsernamePasswordCredential authentication failed: AADSTS53003: Access has been blocked by Conditional Access policies. The access policy does not allow token issuance. Trace ID: e9cffe3d-xxxx-xxxx-xxxx-310b5365b200 Correlation ID: 99b44f31-xxxx-xxxx-xxxx-dbdfc97482db Timestamp: 2022-09-05 10:36:32Z See the troubleshooting guide for more information. https://aka.ms/azsdk/net/identity/usernamepasswordcredential/troubleshoot ' and the red error: Connect-AzAccount : UsernamePasswordCredential authentication failed: AADSTS53003: Access has been blocked by Conditional Access policies. The access policy does not allow token issuance. Trace ID: e9cffe3d-xxxx-xxxx-xxxx-310b5365b200 Correlation ID: 99b44f31-xxxx-xxxx-xxxx-dbdfc97482db Timestamp: 2022-09-05 10:36:32Z See the troubleshooting guide for more information. https://aka.ms/azsdk/net/identity/usernamepasswordcredential/troubleshoot At C:\Users\FrancescoMantovani\Desktop\test.ps1:2 char:17 + $azureAccount = Connect-AzAccount -Credential $azureCredential + ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ + CategoryInfo : CloseError: (:) [Connect-AzAccount], AuthenticationFailedException + FullyQualifiedErrorId : Microsoft.Azure.Commands.Profile.ConnectAzureRmAccountCommand This is the picture: Why is this working even if there is an error? What does this error means and why I'm not kicked out?