Unable to connect to URL via Azure App Proxy

[tlinnyc]

We're hosting Mattermost Enterprise on-prem and want to allow remote access via Azure App Proxy. I'm not sure if this is a bug or just a feature request.
Device information
Tested on both S22 Ultra (Android 14) and iPad Air 5th Gen (iOS 18.1)

Repro steps

1. Set up App Proxy in Azure for Mattermost
2. For Pre Authentication set to Microsoft Entra ID
   
3. Log in via specified external URL on app proxy

Observed behavior (including screenshot / video when possible)
When trying to connect to the URL, I'll get this

That's happening because it can't open up a browser or a web page for me to authenticate through Microsoft.

After setting the Pre Authentication to Passthrough instead of Microsoft Entra ID, I'm able to get through since it doesn't require me to authenticate through Microsoft

After selecting SAML, it opens up a web page to authenticate through Microsoft

Would it be possible to implement a web page or log in prompt similar to what I see for SAML when trying to connect to a URL?

When testing on PC, seems to work fine because it allows you to connect anyway

Then it brings up the Microsoft login page to access the URL

Expected behavior
Allow browser to pop up when trying to connect to a URL to authenticate

[tlinnyc]

This is the traffic that happens after hitting connect and it errors with "Cannot connect to the server"

It hits the Azure app proxy endpoint, then it tries to go through the authentication process via login.microsoftonline.com, then it errors out because it doesn't know how to handle it I'm guessing? So, I'm wondering if it possible to bring up a browser to allow authentication.