You can actually use an alternative authenticator app for Microsoft logins. I use Aegis on my phone for it.
They don't make it clear in the messaging during the sign-up flow, which just says Microsoft Authenticator everywhere. But when you proceed through the steps to get a TOTP code for Microsoft Authenticator, there's a step with a link to something like "I want to use an another authenticor app", which presents a QR code for any generic TOTP app.
