How can I configure the user profile / SAM account name in Azure AD that I got with Office 365 (or Microsoft 365 Business)?

I bought some Office 365 license and learned that I automatically got a free basic Azure AD along with that.

So now I joined my first PC to the Azure AD and logged in with an Office 365 user:

[email protected]

but, the %userprofile% turned out to be:

C:\Users\FirstLast (C:\Users\RetoHöhener)

I expected:

C:\Users\first.last (C:\Users\reto.hoehener)

After some googling I found that this is the sAMAccountName (correct?).

I cannot figure out how to change the SAM account name in the Azure AD web admin application. I am missing a page that corresponds to this classical AD dialog:

FirstLast seems like a very inconvenient default because e.g. my last name contains a german umlaut so my userprofile would also contain a special character, which will probably break countless applications.

See also:

• https://stackoverflow.com/questions/33016155/azure-ad-and-windows-10-and-username
• https://community.spiceworks.com/topic/2034721-set-azure-ad-join-default-user-profile-name