An API that connects multiple Microsoft services, enabling data access and automation across platforms
You cannot do this via a one-liner, at least not a good one, as the authentication methods data comes from a different API. Said endpoints expose more than just the MFA methods, so it's not 1:1 comparison with the good old MSOnline cmdlets.
If you want to get the MFA details in a single call, use the credential registration report under /reports/credentialUserRegistrationDetails:
GET https://graph.microsoft.com/beta/reports/credentialUserRegistrationDetails