Microsoft authenicator app

Question

Is there a way to make sure microsoft authenicator app codes (used as 2fa) do NOT go to any other unknown device except to your own one device?

(Because I'm thinking since anybody can download the microsoft authenicator app for 2fa it can be exploited via compromised microsoft account.)

If not I suggest that microsoft add a feature for users (especially during new microsoft account registration) to opt out of allowing their microsoft account (compromised or not) to be added to more than one microsoft authenicator app.