Oh, right, Windows. Using Windows as a counter point to any argument on best practices is silly. But even then, as your domain admin, I can reset your password, login as you and then reset a new temporary password for you. I have done this and would never ask a user for their password. Even on windows.
2. There's runas.
3. There's lots of examples of software that allows you to use the system remotely. Some of them have signatures in the virus databases, some don't.
I have an admin account for an Office365 subscription, I can absolutely NOT impersonate a user. From what I know, Microsoft can not either.
Runas doesn't let me "see the error the user has"
But yes. Microsoft will actually reset your password, or ask you for it, to troubleshoot O365 problems. Very standard.
If they didn't provide that and didn't explicitly say "never ask for password", that's really the company's fault.