In Windows 11 there is a separate space to "join to Azure AD" rather than only connecting your Microsoft Work account, so you may need to do that to resolve this.
To login to the Entra ID joined device you need to provide the credentials in the following format:
AzureAD\user@domain.com
The AzureAD prefix is mandatory, and the UPN value must match the user's UPN within Azure AD.
Once the user logs to the device, a local profile will be created, and you can also use the AzureAD\FirstnameLastname format.
When the user signs into an the Entra ID joined machine, the machine's SAM DB stores the user as "AzureAD*FirstnameLastname,*" similar to how on-prem AD stores it using your AD domain's NETBIOS name and account name.
If you still have issues, let me know and I would be happy to create a one-time free support case for you to get this resolved. You can reach me at AzCommunity@microsoft.com ("Attn: Marilee Turscak") and provide your subscription ID and a link to this thread.
If the information helped you, please Accept the answer. This will help us as well as others in the community who may be researching similar questions.