When you first sign in to Microsoft 365, you will be asked to configure settings regarding authentication in case you forget your password. The same dialog appears as the initial settings for multi-factor authentication, which is very difficult to distinguish, but if you have not turned on multi-factor authentication at https://m365setting.u.tsukuba.ac.jp/, multi-factor authentication is not enabled.

You can also proceed with the setup without installing Microsoft Authenticator. Please refer to the following image to proceed with the setup.