Thank you for posting this in Microsoft Q&A.
As I understand you have received an email from Microsoft regarding MFA enforcement for all users while access any of the Azure resources. But you already have DUO security as MFA provider.
If your Duo MFA security is able to send the MFA claim to Azure post performing secondary authentication, then you can disregard this email. Azure receives an information stating the user as already performed an MFA then Azure will not prompt for MFA again. Sending MFA claim to Azure will be the way for letting Azure know that MFA is already being performed.
You can also add Duo security as external authentication in Entra ID portal. You can follow below instructions,
Let me know if you have any further questions.
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