Multifactor Authentication MFA and Virtual Machines VM

Ok, so I think I found the problem.
As described above I have disabled MFA for my account in order to be able to login to the VMs using the AzureAD credentials. I was then able to login as desired but got redirected to the MFA setup wizard every time I logged in to some MS website. I then skipped the setup as I expected this would deny login to the VMs again.
I now realized that this MFA setup was for another organization where I was added as an external user. This organization still has company-wide MFA required and therefore I was bothered with the setup at every login. I now completed the MFA setup process and it really only requires it for that company and not for my own company so login to the VMs is still possible. I have to admit that I find this behavior quite confusing as it is nowhere shown for what organization you are setting up MFA.
Therefore my main problem is solved now. I would prefer to enable MFA and disable it only for RDP or even better enable it everywhere but unfortunately this seems to be too complicated. If a simple solution pops up please let me know.