Add an option for Multi-Factor Authentication (MFA) on the instance connection page. That way users who have MFA enabled on their accounts don't have to login through a separate window.
Worth noting - if you are using MFA and you do enter your username and password in the tool, you get this very unhelpful error message: "Error : You don’t have permission to access any of the organizations in the Microsoft Common Data Service region that you specified. If you’re not sure which region your organization resides in, choose “Don’t know” for the CDS region and try again. Otherwise check with your CDS administrator."
This is very misleading, so any way to make this clearer for the user would be much appreciated.