The Microsoft Authenticator app has been updated to deliver security notifications when important events such as password changes, unusual sign-in activity, or phone number and email address changes happen. The goal of these notifications is to increase awareness and help you react quickly if there is unexpected activity. The app is available for Android, iOS, and Windows Phone, and it replaced the Azure Authenticator application as the recommended auth tool for Azure Multi-Factor Authentication users. Users will automatically start receiving alerts when they detect sensitive or unusual actions on your account.
Source: https://www.bleepingcomputer.com/news/microsoft/microsoft-authenticator-app-now-delivers-security-notifications/