Hello
Settings > Accounts > Your info
Click Stop signing in to all Microsoft apps automatically.
After doing that, the page should change when you relaunch, and show Sign in with a Microsoft account instead. Click that and sign back in with the same Microsoft account. Then restart Windows and check Windows Security > Account protection again.
If you don't see any of these options, then it is possible you are using the build in super admin user, which is not meant to be day to day use. To confirm if that's the case, I need to see a screenshot of this page if you don't mind. Thanks!