Access Policy for Remote Desktop with Azure MFA

no that is not possible as the SAML assertion wont contain the password. it can contain many things (i.e. sAMAccountName if known at the IdP (for Azure AD yes), the domain) but not the password.

a common case to solve SSO after SAML is to use Kerberos delegation, but that doesn't seem possible for RDP.

https://devcentral.f5.com/s/question/0D51T00006j4Kf0/kerberos-support-for-big-ip-rdp-gateway-for-rds-host

https://devcentral.f5.com/s/question/0D51T00007MzgEx/kerberos-auth-for-microsoft-remote-desktop-services-