You're moving to a new domain. So all users will receive a new e-mail/username? You can leave the Microsoft authenticator on the old domain and add the new domain. In your transition users can access both. In reality you are migrating users and they will have new domain, the old users still exist during the migration. Once the new user is set up in the new domain set up MFA.
Unless I am missing some details here, this should not be an issue. I've recently done the same. We kept our old MFA enabled and enabled MFA with the Microsoft Authenticator for the new domain.