Thank you for clarifying that the feature is unavailable. I have to point out however that your comment "This is intended behaviour for security reasons" is unlikely to be accurate. In an Azure AD environment, the user logged in to the Windows 10 device is signed in across a range of Microsoft applications and services. For example Outlook, SharePoint Online etc. Further, in an on-premises AD environment any commands run from a Powershell Window will execute as the currently signed in user (the behaviour that we would like to be able to replicate when using powershell to control Azure AD). Therefore, Microsoft have clearly accepted that the user does not need to re-authenticate once they have logged in to a device.
The problem with being unable to run Connect-AzureAD as the current logged on user is that an admin cannot run a login or scheduled powershell script that, for example, checks that the current user is a member of a group in Azure AD and then apply settings accordingly. If anyone has a work around for this that does not include storing credentials in a Powershell script I would be very interested.
