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MSOL PowerShell module is retiring on 31st March 2023
azure-ad-license-management-extension
With this it looks like there is still no possibility to set MFA status per user using PowerShell or graph API, only manual GUI option by visiting multifactorverification.aspx
Previous method of setting MFA status per user was something like in the code bellow
$user = "******@sometenant.onmicrosoft.com
$auth = New-Object -TypeName Microsoft.Online.Administration.StrongAuthenticationRequirement
$auth.RelyingParty = "*"
$auth.State = "Enforced"
$authst = @($auth)
Set-MsolUser -UserPrincipalName $user -StrongAuthenticationRequirements $authst
Yes you can force the user to register MFA methods by deleting all previously registered MFA methods, but this is if the user had previously set MFA status to enforced.
This is not the case for newly created users that have MFA status by default set to "Disabled"
Security defaults is not the option if there is a need to have per user MFA enforcement and not for all tenants users.