Connect to Azure Analysis Service with Adomd Client via Microsoft Account

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I'm trying to connect to Azure Analysis Service databases (which isn't owned and managed by me) with Adomd client library.

I can connect to them with Power Query connector using Microsoft account, but I couldn't find the correct connection string to prompt me to login with my Microsoft account then use that credential to connect in Adomd. Using the connection string in here https://learn.microsoft.com/en-us/azure/analysis-services/analysis-services-connect

"Provider=MSOLAP;Data Source=<Azure AS instance name>;"

leads to this error

Authentication failed: User ID and Password are required when user interface is not available?

Is it doable with Adomd client?

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Huy Nguyễn On BEST ANSWER

Turn out pythonnet prevents interactive login. I makes it work by using the client library in C#.