Disable Security Defaults

Security Defaults is a set of basic identity security mechanisms recommended by Microsoft.
When enabled, these recommendations will be automatically enforced in your organization.
Source:
https://docs.microsoft.com/en-us/azure/active-directory/fundamentals/concept-fundamentals-security-defaults

That said, to be more flexible and wider security controls, you would use conditional access policies which require the security defaults to be disabled.

Login to Azure portal > Azure Active Directory > Properties > Manage Security Defaults > Enable Security Defaults > set to "No"