Some of us have done 'a little research' and have never knowingly had an Azure account. I don't have an organization, work, or school account (I retired in 2010, the same year Azure became publicly available), and have never had one, nor have I knowingly signed up to a business service, so it's still a mystery why I received the email. It's only natural to worry that one's account may have been compromised...
When I was unable to access the Azure portal, I went onto the Azure support platform to ask about this email and was unable to access it without logging in to the Azure platform. Microsoft Learn support & moderators were unable to explain why it was sent to me and so many others who knew nothing about Azure, Entra, or tenant IDs.
I found a blog article, 'Microsoft Phising with MS-365 Tenants', by Günter Born, a Microsoft MVP and Microsoft Answers community moderator, in which he investigates this email and cannot reach a conclusion, suggesting "Microsoft had either been hacked – or that they've totally lost control of their cloud stuff."
You may consider these forum responses "pretty funny", but, given the circumstances, I think many of us were justified in having concerns that our accounts might have been compromised.