The authentication for your apps, maker portal, and admin portals is handled by Azure AD. This means you inherit all the capabilities of Azure AD for your apps including multi-factor authentication, Conditional Access policies, identity protection, Business-to-Business (B2B) access, and Single Sign-On (SSO).
Refer to https://docs.microsoft.com/azure/active-directory/conditional-access/overview for more information on Conditional Access.
SSO adds both security and convenience for users. SSO enables users to access apps by logging on only once to their PC and Azure AD. Users are not prompted to access Dynamics 365 or Power Platform apps again, with SSO handling authentication on your behalf. Once authenticated, the Power Platform then authorizes access to your environments.