Office 365 ‘More information required’ on login

Office 365 ‘More information required’ on login I have set up an office 365 organization with 3 users. Upon logging in we get the following message “More info required, your organization needs more information to keep your account secure” See attached If I click next we are then required to set up the authentication app.

https://techcommunity.microsoft.com/discussions/microsoft-365/office-365-more-information-required-on-login/1473900