I don't see how this would be possible. I don't think Azure logs sufficient information to be able to cross-reference the data to be able to build such a report. At least not with passive data collection.
You would have to use something that caused active authentication against Azure AD every time the Internet was accessed for the first time in the session to be able to tie a username against anything. It would not be a good experience for users.
Thinking sideways, you could look at using something like Umbrella, with the agent installed on each machine. This lets Umbrella look up the currently logged in user.
https://docs.umbrella.com/deployment-umbrella/docs/umbrella-reporting