That seems like an attack vector unrelated to the Okta breach -- if it was possible to attack the MS employee's computer from a compromised app, then whether or not that app was protected by Okta seems immaterial.
Lesson: ask your (in this case Microsoft) employees to not use work computers for any personal use.
/me goes to check if my password manager company uses Okta.
This is just wild speculation to make up a scenario where Microsoft could be affected by the Okta hack with no evidence to back it up.
I was just trying to come up with a threat vector to explain how it might be possible.