It is using windows hello on compatible machines and through persistent tokens on Mac and Windows machines not compatible with hello. You have to create that token with a known factor such as a mobile device but outside of that, users almost never have to sign in with persistent tokens.
The company makes the rules under which you are employed. If you don’t like it, legislate against it or find another employer. Also, like I said, there are no 3rd party authenticators that are more secure with entra ID.
Like I said, M$ auth literally does not report location while authenticating. It only pulls location requests when signing in through the app to create the authentication token and even then it is not a requirement. Entra pulls location using your IP address on the device you are signing in with.