Azure locked out after enabled CA with Authenticator for all users

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We have created an Azure tenant to test conditional access. I registered a new policy that enables the authentication strength of conditional access with Authenticator for all cloud applications but when I try to connect, I get this message “Additional connection methods are required to access this resource. Contact your administrator to enable these methods". The problem is that I've enabled this policy for all users, including the administrator. So we're blocked, but I don't understand why when I ask to connect, the page doesn't ask me to open Authenticator, why this method isn't activated by default when we choose it, it's weird. Have I forgotten to configure something? And what's my solution for reconnecting? (We forgot to create an break glass account).

Microsoft Entra ID
Microsoft Entra ID
A Microsoft Entra identity service that provides identity management and access control capabilities. Replaces Azure Active Directory.
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