Why is Microsoft Authenticator so bloody AWFUL???

I changed my phone and have to recreate my account with Microsoft Authenticator.
It gets caught in an insane loop. I select Personal Account.
It then gives the option Scan a QR code, but it doesn't display a QR code. Great.
Next option is Sign in with Microsoft.
I enter an email address, then Next.
It then displays a number with the instruction Check Microsoft Authenticator. Well I'M ALREADY IN MICROSOFT AUTHENTICATOR. DOH....

It thinks I am in another app and can go to the Authenticator to check the number. How can I check it when I'm already in it????
I have wasted half a day on this. NOT HAPPY MICROSOFT.
I can't even connect my Google Pixel 9a. I try and connect it via Bluetooth, it says 'Your device is ready to go!', but a second later it displays 'Not connected'. Round and round and round....