In Remote Desktop Manager, when switching between SQL Azure workspaces that have multifactor authentication (MFA) support, the connection will work only for the first workspace but not for subsequent ones; the user will not be prompted when switching workspaces.
To circumvent this problem, the solution is make Remote Desktop Manager prompt the user for the workspace on start up.
Go to File – Workspaces.
At the bottom of the window, in the On start up drop-down menu, select Prompt for workspace.
Click OK.
Close Remote Desktop Manager and open it back up, then choose the workspace. The MFA prompt should now be available.