It can happen on Widows 10, you are unable to connect with apps like Outlook, Teams or OneDrive and it states “no internet connection” allthough this is not the case. Try resetting the legacy browser setting:
RunDll32.exe InetCpl.cpl,ResetIEtoDefaults
Also, there is a know issue if you have a Dell laptop running the “Dell Optimizer” software. This could prevent you from connecting when enabling MFA.