That’s actually pretty easy these days with a reasonable UX… you just choose “use a different authenticator app” instead of Microsoft Authenticator when enrolling MFA.
For the org I'm in when I try to add a new sign-in method, it only lets me choose Security Key, Passkey with MS Authenticator, or MFA with MS Authenticator. No choice for BYO authenticator app.
That’s a choice made by your tenant admins, it is not the default.