In order to leverage Approved Client app Conditional Access, a device should be registered to the tenant where CX policy enabled. And a device (IOS or Android) can be registered to a single tenant.
You can add multiple accounts in MS Authenticator app, but this will not registered the device to multiple tenants, in different words, even if you added more than account in MS Authenticator application, the device will be registered to a single tenant.
Additionally, on IOS, broker app is Microsoft Authenticator. But on Android, broker app is either Microsoft Authenticator or the Microsoft Company portal (the first installed).