CLI version: 2.0.31
Please see the attached image.
Additionally, I'd point out that all the extra Powershell jargon is unintended and doesn't appear on CMD or bash.
I believe you are using PowerShell ISE or similar environment? This is not a CLI issue rather any 3rd party applications would have the same issue including git. You can check out this stack overflow thread for more details
For now please workaround by redirecting stderr to stdout, e.g., az login 2>&1 | % { $_.ToString() }.
In June, I plan to let login command default to authorization code flow instead device code, and that should avoid this issue completely.
//cc: @mayurid
Closing