The ms authenticator works in 'reverse' in that you type the code on the screen into the phone. I assume this is preferable to corporate as you can't be social engineered into giving out a 2fa token. It also has a "no this wasn't me" button to allow you to (I assume) notify IT if you are getting requests that are not you.
I don't believe that the authenticator app gives them access to anything on your phone? (Happy to learn here) And I think android lets you make some kind of business partition if you feel the need to?
Do you have integration with other health and fitness apps to retrieve non phone step counts?
I have a Garmin watch that does all my health tracking etc.