I understand why you'd want it if trying to access your NAS from the internet, while traveling. (And in which case, if the internet is down, you can't access it anyways.)
But I'm struggling to understand why you'd ever want to enable MFA for signing into a device on your LAN. If it's on your LAN, you probably have physical access to it, and that's basically a factor in itself. Not "something you have", but "where you are" (or I guess it is "something you have" -- the device itself).
I've only encountered MFA before as something to protect remote account access. None of my other local devices support MFA -- I don't use it to unlock my phone, or my encrypted hard drive. So supporting it for local NAS access seems a bit unexpected.