@Kris Song Thank you for reaching out to us, few community members had a similar ask, refer to the below QnA post for detailed answer on the same:
https://learn.microsoft.com/en-us/answers/questions/1896701/mandatory-mfa-using-duo
https://learn.microsoft.com/en-us/answers/questions/1918886/duo-to-satisfy-mfa-requirement
Let me know if you have any further questions, feel free to post back.
Please remember to "Accept Answer" if answer helped, so that others in the community facing similar issues can easily find the solution.