A tool that provides visibility, control, and threat protection for cloud-based applications and services
Microsoft uses its own block lists, as well as multiple other mechanisms to block suspicious activity, "risky" sign-in attempts, and so on. Still, given the nature of the service, everyone can brute force logins, and the tools you listed above are simply some of the easiest to automate in this regard. The best thing you can do is make sure all your users are protected by MFA, or even better, some passwordless method.
With regards to Conditional access, it only triggers after the initial authentication, therefore you cannot use it to block brute-force attempts. You can still use it to block access to specific apps, but attackers can in theory still validate credentials, even with CA in place.