Azure AD MFA has a preview feature that helps mitigate this somewhat, https://m365security.net/2021/11/21/how-to-enable-mfa-code-m...
Instead of getting a contextless “approve?” notification, you’re shown the app asking for approval, location, and also asked to enter the two digit number shown on the apps login screen requesting login. You can also respond “this isn’t me”.
This means you can’t really approve such an attempt because you need to enter a two digit code too.