If you join an Azure VM to Azure AD without enabling it from the portal you won’t be able to login to the VM without modifying your RDP connection.
This blog post will show you how to configure your RDP connection file and connect and log in successfully to a VM using your Azure AD credentials.
Before you set up, up the connection, make sure you copy the IP Address of your Azure VM and paste it into the configuration file (IPADDRESS). Also make sure you add your Azure AD UPN username after the \AzureAD\ in the username section.
RDP Configuration File (.rdp)
Copy the code below, change the IPADDRESS and UPN and save as an .RDP file.
Full address:s:IPADDRESS:3389
prompt for credentials:i:0
authentication level:i:2
enablecredsspsupport:i:0
username:s:\AzureAD\demo@tenantname.onmicrosoft.com
domain:s:AzureAD
Once the file is saved double click on it and enter your Azure AD password to login to the VM.