the MFA and PIN is not BitLocker related. The PIN is the required PIN for Windows Hello for Business. You have to set a PIN as minimum alternative WHfB unlock, in addition you can also use biometrics like face or fingerprint. The PIN itself can only be set when you identify yourself with strong authentication details and this means MFA in that case. So, the MFA prompt you see is for WHfB and the required PIN there.
If you have set the AAD configuration: Azure Active Directory > devices > device setting > require MFA to join devices to AAD you will have to do MFA during AADJ and might have already strong authentication details in your token (if you did not waited to long, tokens time out after some time). If this is the case and your details are valid, you are not asked for MFA during WHfB PIN creation because you already did during AADJ.
Best Response confirmed by
Mitul Sinha (Frequent Contributor)