Oh you're right. I thought it was notification spam to the phone/watch that @Random_user was complaining about.

There is an email MFA method for Hotmail/LiveID accounts, but M365 doesn't have email as an authentication method. There's Authenticator Lite, which comes through as a notificataion through the Outlook App on the phone, though. Not so many organisations use it because it's fairly new and we've mostly been doing MFA for years by now.