See here. Notice it says that it is only available for iPad and iPhone. It only supports iOS.
Since the authenticator is for MFA, it generally doesn't make sense to have it on the desktop. MFA almost always works by you having your phone (an iOS device) get a code when MS needs to authenticate. Putting it on your desktop doesn't make sense. It isn't even available for Windows desktops.
If you really, really need this on your Mac then the recommended workaround is to install an Android emulator and then install it there.