This MS Connect suggestion has come from Belinda Allen.
Microsoft Dynamics GP users who use either the traditional desktop client or the web client when logged in as SQL user see the User Preferences shortcut on the Dynamics GP home page.
However users logged in using an Azure AD account, do not see the shortcut for User Preferences.
Belinda is asking Microsoft to make this shortcut available to all users.
You can read and vote on the suggestion here.