If you still use "Exchange Online PowerShell with MFA" aka "ExchangeOnline_V1" PowerShell Module - it is time to Upgrade.
Instead of using the ExchangeOnlineManagement V2 i recommend to use the V3 Module wich is GA since a few Months.
The old PowerShell Module still can be downloaded in the "Classic Exchange Admin Center"
That's the Link on the Desktop
Here's the Info Message you receive when using this PowerShell