"We’ve had several phone-based methods available since launching Azure MFA, and we’ve seen incredible adoption. But many of our customers have users who don’t have a phone available when they need to authenticate. Today, MFA is available for those users too!"
Separately, there is support also for security keys for Azure AD with passwordless authentication, which is in preview but their use is rather limited at the moment.
"FIDO2 security keys are a great option for enterprises who are very security sensitive or have scenarios or employees who aren't willing or able to use their phone as a second factor."
To be fair it would be just easier to get staff to use the Authenticator app, I understand the resistance after recently onboarding 600 users, I encountered something similar but usually, after explaining to staff, it wasn't an issue with using their personal device.