Why don't I see Microsoft Authenticator App for Apple Watch?

ms pulled the plug on the app

Microsoft Authenticator app for Apple Watch discontinued; here are the best alternatives - 9to5Mac

The listing for Microsoft Authenticator in the App Store does not indicate that there is a Watch app. Whether there was one in the past, I can't say.

At my previous job, we used Duo Mobile for authenticating Microsoft log ins. It does have a watch app and you could approve the 2FA from the watch, which was very cool. At my current job, I still use it to log into a Microsoft system but it doesn't allow my to approve from the watch. My current employer doesn't have it set up to do that. But, you might want to give it a try.

Thanks, Rudegar!