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Can I refuse MS Authenticator?

So my company decided to migrate office suite and email etc to Microsoft365. Whatever. But for 2FA login they decided to disable the option to choose "any authenticator" and force Microsoft Authenticator on the (private) phones of both employees and volunteers. Is there any valid reason why they would do this, like it's demonstrably safer? Or is this a battle I can pick to shield myself a little from MS?