Not getting a verification code on authenticator app when secure link sent by external firm

Question

Hello,

We are collaborating on some documents with another company and the documents are shared via a secure link which needs signing with the email on which the documents have been shared. The problem however is that after entering the email, the next step is to verify identity on the authenticator app. The verification prompt never arrives. However the verification prompt always arrives on the authenticator app when logging in directly on the Microsoft website. Could this be a setting required on the side of the party that shared the secured link?

Thanks in advance.