For general interest. This bug is still present in version 1.2.5 of the app. The filenames have changed slightly, the file to which the stanza must be added is now called ta_microsoft_graph_security_add_on_for_splunk_settings.conf Note that this file is only created by the app if you add a proxy setting, otherwise you will have to manually create it. It is different from the similarly named ta_microsoft_graph_security_add_on_for_splunk_account.conf configuration file.
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