Multi-Factor Authentication (MFA) helps you to prevent credential compromise. This alert identifies logins to the Azure AD Portal without MFA.
MITRE ATT&CK Tactics
1. Review the Azure policy change and understand the reason why target user is not configured to use MFA.
2. Enable MFA for in scope users
3. Perform an investigation in Azure Sentinel for the same user account, hostname and/or IP address entity to see if any lateral movements were completed.