bypassing MFA in PowerBI

I seem to have found a bug in PowerBI online. I am abe to bypass MFA for the service account, by logging in with my own account.

Steps I follow:

1.Go to www.powerbi.com in Google Chrome

The I choose the second account, which acts as a service-account and in the next screen I fill out the password

Then I get this screen:

Clicking on Volgende (Next) give me this:

But I cannot create this code because it's not in my authenticator app. So I click on Annuleren (Cancel). this brings me back to the screen where I can choose an account to log in:

Now I choose my own account and enter my password in the next screen. Then I get the MFA screen for logging in with my own account

I use my phone for the authentication and I get this screen:

after clicking on Gered (OK) I get on the powerbi site, but logged in with the service account.

It looks like everybody with a PowerBI account on our tenant can log in with the service account when they get hold of the password. Seems to me that is not how it should be