If you only had one identity provider, and if you wanted your users to skip the intermediate sign in page, you could use LoginButtonAuthenticationType site setting to achieve just that.
However, if that single provider were Azure AD, you’d need to figure out the value to use for the site setting. Here it goes:
At first, I tried a few other values which seemed reasonable (Azure AD, AzureAD, etc). None of that worked and the site just kept failing.
But https://login.windows.net/<TENANT ID>/ does the job.
PS. And, as someone just mentioned, you can achieve the same result even easier by setting Azure AD as your default identity provider in the security workspace of the Power Pages studio: