NOTE: Microsoft has killed App Center Auth so if you're looking at this... you should stop and look at using Azure AD B2C directly.
After reading the docs, it is unclear to me whether you must eject from Expo to use VS App Center. Is it required?
Note: the docs are here:
App Center Auth
Get Started with React Native
After a few more days of Research. Yes, you need to eject OR start your project with react-native-cli and don't use Expo at all which is the route I took.