Hi,
You can check the detailed FAQ's over here and if it doesnt have any answer to your query then I suggest you submit a feedback over the app regarding this feature.
Did you tried to explore Biometric and PIN feature if that helps for additional auth process? -
common-questions-about-the-microsoft-authenticator-app-12d283d1-bcef-4875-9ae5-ac360e2945dd
Hope this helps.
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