Using Defender for Endpoint Console in a Incognito or InPrivate browser

We utilize secondary IDs for admin accounts and these are launched from a Privileged Access Manager (PAM) console that opens an Incognito or InPrivate browser window, enters credentials, and then the user is MFA's for this privileged account.  The slight issue is that the Defender for Endpoint puts up a Meet your improved security center splash screen, even if you X out the box, it does the tour prompts, and then lands you at the Welcome to Microsoft 365 Defender intro page.  These steps are repeated over and over each time the user access Defender for Endpoint.  I believe this wouldn't be the case if this was done from the standard browser as it would put cookies? capturing these and not bothering the user again.  

Is there anyway to remove these from the process?  Other consoles do not seem to have this issue. admin.microsoft.com, portal.azure.com, intune.microsoft.com