The OgcMapLayer and WFSClient build the queries from scratch and grab the basic info needed about the service endpoint from the initial URL you pass in, thus why additional parameters are being removed.
But all is not lost, the WFSClient has a transformRequest option that lets you customize the request before they are made. For OgcMapLayers, those requests are handled by the map since it does the rendering. The map also has a transformRequest option as well. This will allow you to add any custom parameters or headers you see fit.
Here is documentation/code sample on using transformRequests with the map: https://zcusa.951200.xyz/en-us/azure/azure-maps/map-create#request-transforms