so along these lines, does there exist any cloud (SAAS really) solution provide a, from box open, ability for central user authentication?
I'm guessing not.
With Windows we have AutoPilot that can have a OOBE that directly attaches it to Azure AD.
But for Mac, Linux OSes, maybe chrome OS, you'd have to have an admin setup the device first, likely add software/agent, then those devices could use Azure AD.
Of course Google has their own solution for Chrome OS, though I have no idea if they have agents for Windows/mac/Linux OSes to do the same?