@dan bull, Thanks for posting in Q&A. For your scenario, it is because mandatory multifactor authentication (MFA) is enforced for the Microsoft Entra admin center, Microsoft Azure portal, and the Microsoft Intune admin center.
For this account, if we have configured Microsoft Authenticator authentication for this account on Phone before, then we can receive the code to do the authentication on the app of the Phone. However, if we don't configure this, we can access to https://myaccount.microsoft.com/ with your account and update your security info to add the Microsoft Authentication on your Phone. During the setup, it will display QR code to scan.
Hope the above information can help.
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