Some examples that came up recently in "not corner case" scenarios:
1) For tenant-to-tenant guest access, each user must re-register MFA for each tenant they've been invited to. So if you already have the Authenticator app installed and configured, it doesn't matter. It'll prompt you to create a new entry each time. I have dozens already and clocking up.
2) When logging in to Azure, Microsoft has purposefully added "dark patterns" to hide options related to other, non-Microsoft-Authenticator technologies. They're available, but they're always tiny, tiny links squirrelled away so that you're inexorably lead towards using the Authenticator app. Someone at Redmond really wanted their KPIs met at Yubikey's expense.
3) If you get a new iPhone, unlike everything else on the phone, the Authenticator app will not transfer your MFA registrations. Apple IOS will securely transfer your accounts, passwords, etc... but Authenticator is special. You need to first configure a consumer account(!) to back up your enterprise MFA settings, and then restore them manually. At which point... none of them will work, and you get partial instructions that you can't follow. If you've wiped your old phone (e.g.: trade-in or repair), you are now locked out.
All of the above were designed, architected, and developed on purpose. None of these are oversights, bugs, or missing features.