@Vikrant0890 so here you are talking about 2 different things when it comes to the status change which could be making is busy, available, don't disrupt, etc. yes it is going to sync across your devices, but for the sign session that is a whole different story.
let's say you are using 2 laptops both have Teams login so if you sign out from the one you are still active in another laptop as each has its own session and the case is the same for the smartphone as well you can manually logout from your phone.
