The ability to adjust the browser within Microsoft Remote Desktop application

When attempting to open a workspace for my company using Microsoft Remote Desktop for MacOS using the link https://rdweb.wvd.microsoft.com/api/arm/feeddiscovery, I am prompted with the normal email. Once submitted, it brings me to sign in at my organization as expected.

Once I click Sign In, I get the following displayed

There needs to be a way to enable cookies for the browser within the Microsoft Remote Desktop app for MacOS. 

Thanks,

Sydney