Since QuickBooks Online can authenticate users via OpenID Connect, it can absolutely be set up to work with most modern IdPs, including Azure.

Apparently, the support rep that replied (as well as the ones who suggested you request the feature, lol) didn't understand your question. Quite often, you'll note that rather than ask clarifying questions or check with a colleague, the reps simply answer "no" to questions they don't understand. This is unfortunate as it undermines their credibility.