i've had it like that for months now, maybe it's a geographical thing, for some reason a lot of this stuff comes early to australia?
FB engineer explained they always rolled features out to New Zealand first - similar user behavior as the US but outside the eye of the tech press & smaller market (so less risk).
They actually split Ireland and AU/NZ more recently.
AFAIK with 2FA enabled you'll get SMS prompts only exceptionally.
2FA enabled in Germany I get the SMS prompt always. Still I would wish to have support for a proper Authenticator App here.