Yeah, these services aren't designed in a way to work as you want to use them.
I'm mostly a OneDrive user, and you have 2 options
1). Create a link that anyone can use to share or edit (not what you want at all)
2). Create an invite, to a particular person. I tested this, and using my personal one drive account, I sent the invite to
somebody@mypersonaldomain.com. In that email, was a link. When clicking on that link, they should get a page that looks like this.
View attachment 52683
They then hit sign-in, and enter in their email of
somebody@mypersonaldomain.com. and they will have to provide the password for that. Note, this doesn't have to be a Microsoft account directly, it can be yahoo, gmail, etc.
I think with OneDrive that's as close as you are going to get.