Azure AD is restricted more than social, it is aimed to closed/company communities. It would open a larger audience to embrace XenForo as company tool because of the SSO (and embedded MFA), it is an opportunity. If considering that the Microsoft API is already there, I may expect that someone skilled enough with XenForo wouldn't need much effort to add it (as I said, i tried, but i got blocked mainly because of debugging: I didn't figured where I got it wrong).
I also tried to get in touch with a third party dev, but in the end I didn't liked how he asked to access our Azure AD admin interface for testing: that was a giant red flag to trust ppl....
So please, XenForo devs (or anyone that could help), consider to add it if it's not hard enough to do so.