You can run the following powershell (this will return all the primary admins of all site collections).
$sites = Get-SPOSite -Limit All
$sites | select url,owner
To get all admins Please try below script.
$spousers = Get-SPOUser -Site https://example.sharepoint.com/sites/training
$spousers | select LoginName, IsSiteAdmin
Read more here: link
Try this one. I dont have any tenant so i cant test it.
$sites = Get-SPOSite -Limit All
foreach ($site in $sites) {
Get-SPOUser -Site $site.Url | FT LoginName, IsSiteAdmin -AutoSize
}