This is due to issues with Safari

• Install Chrome or edge on the mobile device 
• Change it to the default browser
• When you try and login, choose ‘Open in Edge\Chrome’ and the authentication will work.

or

https://docs.microsoft.com/en-us/answers/questions/93588/ios-14-mailcalendar-multi-factor-authentication-fa.html?childToView=104889#answer-104889