I can't add a new address to my Microsoft account

How can I add an email address to the "Your info" page if I keep getting a sign-in approval request through the Microsoft Authenticator app, but I’m unable to complete the setup or enable two-factor authentication?

Support told me to ask this question. I don't understand the problem well enough to explain it. I am trying to change the email address for my Microsoft account because my current address was leaked in 2 data breaches. When I go to my account and to 'Your Info," there is no way for me to authenticate my account in order to "edit my account info".