If you are getting emails that appear to have been sent from the "Microsoft Account Team," claiming there is an unusual sign-in activity from other countries/cities and asking you to verify it is you, it is possible that the same emails are being sent by scammers attempting to trick you into clicking the link in them. The link goes to a phishing website looking similar to Microsoft's website that steals account credentials, personal and financial information.
Microsoft sends out similar emails, so it makes it difficult to tell the legitimate from the fake or phishing ones. Therefore, it is recommended that recipients of "Microsoft Account unusual sign-in activity" emails should check their account activity for sign-in attempts by going direclty to https://account.live.com/activity, instead of clicking the link in the emails. If they see any unexpected successful login attempts on the activity page, they should change their account password immediately.