Config Question: Microsoft 365, Microsoft Authenticator, Mac Mail Users

Hello All,  We are currently using Microsoft 365 which is "hosted" or "federated" through GoDaddy.  I want to pilot Microsoft Authenticator, so that we can have either MFA, SSO, or a combo of both.  I'm running into a possible issue when I enable MFA for myself, as an enduser.  We run TEAMS, and I only get asked to re-login into Teams to authenticate, which does work.  However, if Mac Mail running as a client on the endpoint machine, should I assume that MFA will not work, since it is always communicating to the "hosted/federated" backend?  That it never disconnects the connection?   If there is something I should do differently with the config, I'd appreciate the guidance here.