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Actually, I was trying through the web app based embed code we have in newer preview version of the copilot agent. But it seems like for these we have to toggle the authentication as no authentication instead of Microsoft Entra Authenticated. 
But is there a way to handle this with Microsoft authentication allowed? And if let's say I go with no authentication approach also will the user not have to authenticate the connected flows and connections separately? As this this web app is embed inside code app