Transcript
A wafrn woot (post) by @tinker@infosec.exchange saying "Microsoft Authenticator needs me to validate with Authenticator in order to log in with Authenticator to use it to authenticate another app with Authenticator. Here is the app telling me to open itself to validate itself with itself. #infosec #iHateComputers" It has a screenshot showing the microsoft authenticator app.
Logically it should be perfectly fine to install authenticator app on a personal device, if that suits the user. 2FA adds security to the password, but the password itself is not meant to be known by anyone else, including any other employee or any other company owned device.
Also, you can enroll mobile devices to Intune and have the authenticator app installed before the employee receives it.