I get the "You can't get there from here" error, when using the Azure Storage Explorer. We use MFA and Conditional Access. The default browser is Edge: if I click on a link, e.g. in an E-mail in Outlook, Edge opens up. Latest version.
In the details I see:
Device identifier: Not available
Device platform: Windows 10
Device state: Unregistered
So, it looks like the Azure Storage Explorer or Edge have problems to access the session data or the device ID. Other applications like SharePoint, Skype, Outlook can authenticate.
Sadly, Conditional Access is not supported for the Azure Storage Explorer. https://learn.microsoft.com/en-us/azure/storage/common/storage-explorer-troubleshooting?tabs=Windows%2C2004