Thanks for the reply with what you discovered Ben. It's likely that might aid some others experiencing the problem realize they also had authenticator configured on a previous phone as well.
As to why the message isn't clearer, as a past network administrator myself, I often experienced similar confusing messages when unexpected situations occur. I'm not trying to defend Microsoft here, just state that in some cases it's not possible for the app involved (i.e., authenticator) to properly identify what's causing it to fail.
That's when only someone who's managed to find the true problem like yourself can help others by telling them what the deeper issue might be.
Rob