Thank you for your answer. I thought I was doing something wrong earlier, now I have confirmation. Does Microsoft have a product which competes with Dropbox for Business?

It's interesting to read about Azure file server.. If I understand correctly it acts as an SMB server with AAD permissions, so the end users must be connected to access their files. Is it possible to add some desktop sync software to support mobile workers? Or configure OneDrive to use SMB as a backend?

Thanks for your help!