^ Your M365 admin needs to know where to manage the specific authentication methods and be sure to disable MS auth rollouts.
By default right now, authentication rollouts are enabled on all tenants with P1 licensing or above, and it only supports the MS Authenticator app.
Once that rollout is disabled, the authentication methods your admin has made available to you will actually work properly.
^ Your M365 admin needs to know where to manage the specific authentication methods and be sure to disable MS auth rollouts. By default right now, authentication rollouts are enabled on all tenants with P1 licensing or above, and it only supports the MS Authenticator app.
Once that rollout is disabled, the authentication methods your admin has made available to you will actually work properly.