@Oksana Microsoft should really learn that a PIN is not a Password.
Forcing Windows Hello on businesses that opt to not have E3 or higher licenses and then forcibly making people use a PIN is just plain stupid.
There is a registry edit that can be made to disable Window Hello, but it's annoying to do so as it's a piecemeal approach.
It's Microsoft's way of reminding you, heavily, that Ubuntu is free.
While I agree, the focus would be to still have SSO on your azure bound device. I've never tried to bind Ubuntu or other linux distro to Azure.