If your global administrators have multi-factor authentication (MFA) enabled, then the URL https://secure.aadcdn.microsoftonline-p.com ...

If your global administrators have multi-factor authentication (MFA) enabled, then the URL https://secure.aadcdn.microsoftonline-p.com must be in the trusted sites list. You are prompted to add this to the trusted sites list if it is not added before you are prompted for an MFA challenge. You can use Internet Explorer to add it to your trusted sites.