Microsoft have 2 forms of TOTP, a simple one (which will work with Authy, Aegis, BitWarden, etc) and then one that they call PhoneFactor ( https://en.wikipedia.org/wiki/PhoneFactor ).
Depending on what you're accessing and the policies that were set up for it, you might be given a PhoneFactor TOTP which is the one that basically requires their authenticator app.
Microsoft have 2 forms of TOTP, a simple one (which will work with Authy, Aegis, BitWarden, etc) and then one that they call PhoneFactor ( https://en.wikipedia.org/wiki/PhoneFactor ).
Depending on what you're accessing and the policies that were set up for it, you might be given a PhoneFactor TOTP which is the one that basically requires their authenticator app.
So you might be stuck, but who knows.