We were experiencing the same issue, and found after a root-cause analysis that the problem exists because MsGraph uses asynchronous HTTP requests, whereas the MsGraphConnector tries to resolve the user with a regular HttpClient.
I solved this by digging into the custom java classes of the msgraphconnector.actions.custom package and replaced the HttpGet call in class GetHttpRequest with a CloseableHttpAsyncClient.
In order to do this you need to get the HttpAsyncClient from apache and install it into your Mendix project. You can find the java library and its documentation here: https://hc.apache.org/httpcomponents-asyncclient-ga/index.html.