I had a Problem with Sea of Thieves and my Microsoft account and I want to tell here what I experienced.

I have two Microsoft accounts the first I created for my Windows 10 Login the second for Sea of Thieves and the Xbox Insider Program.
Today I tried to launch Sea of Thieves before I update from Alpha to Beta but it didn't worked just a grey Desktop and the Game closed.

"Ok maybe its a Problem updating from Alpha to Beta" I thought.
So I uninstalled Sea of Thieves and downloaded the fresh Beta version completely but the Problem still appeared and the Game closed after a gray Desktop. I checked everything and on this point I noticed that the Xbox insider Account was a different Microsoft Account than the Windows 10 Account.
Now I one Account for both and the game starts and gets to the logging screen, ready for Beta.