The correct way to initialize the pnpjs graph is to use GraphBrowser() instead DefaultInit().

this.graph = graphfi().using(GraphBrowser(), i => (i.on.auth.replace(async (s, c) => {
        const l = await this.authService.getGraphApiToken({
            authority: this.authority
        });
        if (!l) {
            console.error("No token");
        }
        return c.headers = {
            ...c.headers,
            Authorization: `Bearer ${l.accessToken}`
        },
        [s, c]
    }), i));