We can't use Expo Go for local development and testing of OAuth or OpenID Connect-enabled apps due to the inability to customize your app scheme. So the solution to test is using Development Builds
Development Builds
What is it?: A development build is a debug build of your app that contains the expo-dev-client package.
How it works at a higher view
Authentication with oAuth or OpenID providers:
Development Builds
npx expo install expo-dev-client
Configuration on the Azure Side
bundle identifier
and attach the bundle identifier to the ios app