Samuel,
The MxAdmin account used in your local dev environment isn’t transported to the cloud environment. In other words this account does not exist when using a free sandbox.
In a licensed node the user does exist and there is an option to set the password for this user from the cloud portal in the environment section.
To manage the users in the free environments please read the documentation found under: https://docs.mendix.com/developerportal/deploy/integrate-with-mendix-sso