Get the delegated and application permissions for all the Azure AD Apps. The output clearly shows the roles and scopes (e.g. All.Sites.Manage, Mail.Read etc.) along with display names and resource (e.g. EXO, SPO etc.) information.

Get-AzureADAllAppsPermissions.ps1

#Connect-MgGraph -Scopes "User.Read.All","Group.ReadWrite.All","Application.Read.All", "Application.ReadWrite.All", "Directory.Read.All", "Directory.ReadWrite.All", "Directory.AccessAsUser.All"
#https://graph.microsoft.com/v1.0/applications
$Apps = Get-MgApplication -All
$permissions = @()
$Apps | %{
    $app = $_
    #https://graph.microsoft.com/v1.0/servicePrincipals?$filter=appId eq '00000003-0000-0ff1-ce00-000000000000'
    #Get-MgServicePrincipal -Filter "AppId eq '00000003-0000-0ff1-ce00-000000000000'"
    $app.RequiredResourceAccess | %{
        $resource = $_
        $rid = $resource.ResourceAppId
        #https://graph.microsoft.com/v1.0/servicePrincipals?$filter=appId eq '00000003-0000-0ff1-ce00-000000000000'
        $resourceSP = Get-MgServicePrincipal -Filter "AppId eq '$rid'"
        $resource.ResourceAccess | %{
            $permission = $_
            #$permission.Id
            #$permission.Type
            if($permission.Type -eq 'Role'){
                $appRoleInfo = $resourceSP.AppRoles | where Id -eq $permission.Id
                $permissions += [PSCustomObject] @{
                    "AADAppName" = $app.DisplayName
                    "AADAppId" = $app.AppId
                    "PermissionType" = "Application"
                    "Resource" = $resourceSP.DisplayName
                    #"ResourceId" = $resourceSP.Id
                    "Scope" = $appRoleInfo.Value
                    #"ConsentType" = "NA"
                    "PrincipalType" =  "Application"
                    #"UPN" =  $userPrincipal -ne $null ? $userPrincipal.UserPrincipalName : "NA"
                    #"PrincipalId" = $userPrincipal -ne $null ? $userPrincipal.Id : "NA"
                    "SignInAudience" = $app.SignInAudience
                }
            }
            elseif ($permission.Type -eq 'Scope'){
                $scopes = $resourceSP.Oauth2PermissionScopes | where Id -eq $permission.Id
                $permissions += [PSCustomObject] @{
                    "AADAppName" = $app.DisplayName
                    "AADAppId" = $app.AppId
                    "PermissionType" = "Delegated"
                    "Resource" = $resourceSP.DisplayName
                    #"ResourceId" = $resourceSP.Id
                    "Scope" = $scopes.Value
                    #"ConsentType" = "NA"
                    "PrincipalType" =  $scopes.Type
                    #"UPN" =  $userPrincipal -ne $null ? $userPrincipal.UserPrincipalName : "NA"
                    #"PrincipalId" = $userPrincipal -ne $null ? $userPrincipal.Id : "NA"
                    "SignInAudience" = $app.SignInAudience
                }
            }
        }
        
    }

}

$permissions | FT -AutoSize