Microsoft 365 features that help users manage their subscriptions, account settings, and billing information.
For personal Microsoft accounts, Microsoft now says you can no longer add a phone number as a new security method. Their current support article states: “For increased security, you can no longer add a phone number” when adding a new way to verify sign-in.
See official document here: https://support.microsoft.com/account-billing/microsoft-account-security-info-verification-codes-bf2505ca-cae5-c5b4-77d1-69d3343a5452
See the first and last items in the gray text box. You will have to use other options offered instead.
Also, are you adding via
https://account.live.com > Your info > Sign in preference
Or Security > Manage how I sign in?