Thanks @Markus Meyer for the comment.

As mentioned by Markus and as per this MSDoc, you need to delete the Identity provider of Username and Password.

That is not show the choice/username - password form on the login page, and in the current case only show the Azure EntraID login button.

For this you need to add the Azure AD Identity provider.

Is the only way to delete the local auth form block on the login page

If you delete the Username and password, it will not allow you to login. If you want to completely avoid the block delete both identity provider and form in login page.