JohnnyAdmin I was hoping to answer this question for you, as I'd seen it from others already and was interested.... but I can't figure it out. My REST sessions are all captured in sign-in logs with Application = "Microsoft Exchange REST API Based Powershell" and Resource = "Office 365 Exchange Online".
When I do Connect-IPPSSession, I am not certain which sign-in is the one, but I see two which may correlate. Either Application = "Microsoft 365 Security and Compliance Center" and Resource = "Windows Azure Active Directory", or Application = "Microsoft Exchange Online Protection" and Resource = "ComplianceAuthServer". Neither mentions PowerShell nor remote PS session that I can see, so I'm not sure about these. Otherwise I see nothing that could be it (unless I'm missing/misunderstanding.
When I do Connect-ExchangeOnline with -UseRPSSession, I see no sign-in's that match up, not on timing, not on Application/Resource.
Will be interested to hear other suggestions.