@Jason Schwartz , If you are talking about the signing logs, then there you can find a tab called "Location", which would list the users location from where the signin attempt was made. Please refer to the screenshots below:
If you are trying to get the location details in the notification of the MFA Authenticator app on mobiles, then that would be a new feature request, which you can submit as a post on this following forum.
Hope this helps.
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