"MQA is lossy, I'm so angry about it that I'm switching to lower quality!"
You have to wince at the illogical reaction.
Note that Tidal gives you the option of lossless FLAC, not just MQA. MQA is their attempt to improve on the lossless FLAC with "unfolding voodoo" to preserve a little more of the info from higher-than-CD-quality Mastering. You can A/B test the two and stick with HiFi FLAC if you so choose.
All stages of audio from performance to recording to all stages of playback and even your waxy ears, are lossy. Only the tiniest nano-fragment of all these stages can ever be called lossless -- the bits in the recording themselves. But even those are usually lossy during playback because synch/timing issues in the D-to-A manifestation. Do not be mistaken, however: all A-to-D recording and all D-to-A playback is lossy and hence ALL digital music is lossy. Close your eyes and say it 5 times so we can move on to the more important subject of how to make the best of it. NB: It requires work on your part.
So what matters is not if it's lossy. It's (1) how lossy, and (2) how high is the quality/fidelity of the output?
A much more relevant elephant in the room when it comes to streaming music on Tidal and all other services:
The crappy/cancerous treatment of the bits, whether on the lossless HiFi setting or the lossy MQA ("Master") setting. If you don't fiddle with your operating system for bit/sample-rate and playback-software settings for a clean dedicated output with 100% exclusive volume mode, here is what happens: your operating system is remixing and resampling and degrading everything it touches. Like a copy of a copy of a document, your prized "lossless" FLAC becomes a faded grainy bowl of pig slop.
I have Amazon HD and Tidal premium. When I first got Tidal I was really disgusted how much worse it sounded than Amazon HD. Then it turned out I got help doing all the settings and dedicating exclusive output at 100% through a USB-to-DAC. And voilà, they both sounded better and especially Tidal, which went from worse than Amazon to equal. The Tidal Master I ~sometimes~ even think sounds a little better, perhaps -3% on detail vs. Amazon HD but an equal or better improvement in reduced glare, reduced artificiality, and reduced "homogeneity of tonality." It's super subtle where some tracks will sound micro-better on one, some on the other, and others there is no perceivable difference to me. But any difference is so subtle as to not matter usually.
About me: as a classical musician with perfect pitch I have the hearing to tell you these things:
Tidal lossless HiFi (FLAC) and Tidal Master (MQA) compare well with Amazon HD but only after you take the pains to get that digital-out-signal OUT of the filthy hands of your operating system and exclusively, cleanly, 100% non-attenuated, into a USB-to-DAC setup. You can do it with even a super cheap dongle-dac. NOTE: By "exclusive" I mean: only your streaming software is using that output, and your OS is sending other sounds through a different output.
Hope this helps.