A Microsoft app for iOS and Android devices that enables authentication with two-factor verification, phone sign-in, and code generation
For personal Microsoft accounts, Microsoft now says you can no longer add a phone number as a new security method. Their current support article states: “For increased security, you can no longer add a phone number” when adding a new way to verify sign-in.
See the first and last items in the gray text box.
You will have to use the other options like email, authenticator and passkey.