Lol literally this
same exact thing happened to my aunt, I think exactly a week ago. She says she's on the phone with Microsoft because she got hacked... so I go look at her computer and someone is controlling the mouse on the other end with the scam popup on the screen & phone number on it and a notepad document "form" for her to put all her information in so that they can "help".
I just turned off the computer (struggled to because the guy on the other end also had control of the mouse - dude was angry as ***** on the phone) but then the problem was also the same as you; couldn't get back on because the password was changed or something. Messy situation.
She went to get it fixed a day or two later but she didn't have any important info on there anyway apparently.
Oh and apparently they asked if she buys stuff online and stuff like that... Idk how you wouldn't realize this was a scam while on the phone with them? Microsoft asks these questions now?