Security of what though? MS email and onedrive. I don't get it either, unless the critique isn't actually limited to the 2fa app.
I'd say if the school isn't willing to modify their server configs to allow generic 2fa, they should be obligated to provide devices to run that app if they really insist on that app alone. Then maybe with that choice they might decide it makes more sense to reconsider simply having one admin do about an hour's research and setting some service options.