I found out that if you have 2FA enabled on your Directories, your users can use different devices to generate the PIN when logging in. But take note that it is only for the Google Authenticator App. If your user opened their Google Authenticator app on a different device using the same Google account, the 2FA PIN can be synced on the app. However, this is not the same for the Microsoft Authenticator app.
Hope this information proves helpful!