Every tickets created though email had the ticketing system CC'ed in to it.
Support said that if we had an aliases on the 365 mailbox when we link it to WHD, that could cause the issue.
Just wanted to post the solution in case it helps anyone else
We removed the Aliases temporarily, disabled the default incoming email link, created a new one, made it the default, deleted the old one, and added the aliases back.
I did not have to make a new application ID to get past 2FA with Microsoft.