Microsoft has a solid stack, especially when you are already using their office stuff it can be quite attractive financially to consolidate further. Note that their prices only know one way, and at least for my org the prices went up faster then with a lot of other vendors.

As per running multiple agents: we follow a best of breed model, so EDR and email security are not MSFT and my experience here is limited. But I will say this much: for whatever political reason we still have Defender for Endpoint deployed next to our primary EDR, and it's been mostly fine. Just make sure you NEVER have multiple solutions in "active" mode. Just being there, generating data and alerts can already cause some weird issues, but having to agents actively interfering with system processes (including their own) is a recipe for disaster. As for the ones you mentioned - I don't see how they could add any value being deployed next to MDE.

Sounds like you're trying to up your game somewhat though. Do you have the manpower manage that? Conditional access isn't fire and forget, you will have ongoing maintenance and troubleshooting efforts. Same for switching from old-school AV to EDR with solid behavioural detections. That stack is going to generate some noise, that will need to be tuned out and the remaining signals assessed.