There is a superuser article that was able to resolve this using the following steps:

1. Login to the PC as the Azure AD user you want to be a local admin. This gets the GUID onto the PC.
2. Log out as that user and login as a local admin user.
3. Open a command prompt as Administrator and using the command line, add the user to the administrators group. As an example, if I had a user called John Doe, the command would be net localgroup administrators AzureAD\JohnDoe /add.

https://superuser.com/questions/982336/how-do-i-add-azure-active-directory-user-to-local-administrators-group