We use multi-factor authentication for all azure accounts and access at $EMPLOYER, because of course we do (and you should too). Being hacked isn't fun at the best of times, having your azure account being hacked is a quick route to a whole (and expensive) world of pain.
This is great and provides a lot of extra security. But it's also a massive pain in the ass when you have multiple subscriptions and need to do the whole username, password, MFA challenge on every subscription when you open Azure Storage Explorer.
To get around this, click Edit -> Settings and select the following option:
Microsoft Authentication Library (Preview)
Then restart Azure Storage Explorer and authenticate one last time. Now your subscriptions will remain signed in across restarts and when you open Storage Explorer you can get straight to what you want to do instead of yet another round of approving multiple sign in requests.