We have a customer who has a SharePoint Server 2019 installation in Azure VM which is domain joined to Azure AD. There is no Windows AD present. As per new security rules, they are trying to enable MFA for SharePoint Sites so that whenever the user(Azure AD) access the sites, they get MFA prompt. Though MFA access is enabled through Security Defaults, we don't get any prompts for multi-factor authentication.
We also tried to set up Azure AD as a Trusted Identity Provider in SharePoint and added SSL trust relationships and we had no luck.