Rather than taking me to my inbox, the dialog box above was displayed with several options to further confirm that I am the rightful account holder.

I proceeded to log in normally, entering my email address and password. To generate this example dialog, I simulated traveling by turning on my VPN and having it route through The Netherlands (a country I’ve been known to actually travel to).

When Microsoft notices what they term “something unusual” upon signing in to any Microsoft account (not just your account), they present a dialog asking you to “Help us protect your account.” Microsoft asking for additional verification on login. This technique applies to services other than just Microsoft, but I’ll use them as my example since they seem to cause many inadvertent lockouts. If you’re unable or unprepared to provide them, you might not be able to access your account. If such a clue is detected - such as a sign-in from an unusual location - additional steps might be required to authenticate and sign in. Account theft is so rampant that service providers like Microsoft look for clues of suspicious activity.