Logout is not happening in browser when multiple tabs are opened in same browser profile
Login to portal.azure.com Open another tab(or) duplicate the existing tab and use the sign-out button on the second browser Tab.
Still you can able to access all the Resources from the first browser tab as session and cookie contain all the key details require for user to access the azure resources.
Even-though it shows message as "You signed out of your account
It's a good idea to close all browser windows." it is better to log-out/ invalidate all the COOKIE/SESSION pages on current browser profile which improves the security.
When I am not logged into office.com and I try to log into the azure portal a windows services message says I don't have an account and would I like to create one.
When I log into office.com and then open a new browser window to the azure portal it allows me to login and fine.
macos sierra & chrome