A Microsoft app for iOS and Android devices that enables authentication with two-factor verification, phone sign-in, and code generation
Is this the first account on your Authenticator app? it seems like the first account you setup in Microsoft Authenticator doesn't give you an option to remove it.
You can find accounts that can’t be removed in your Androids’ settings (search "Accounts"). It will usually show up as work account and you should be able to delete it then.
Let me know if this works
To clarify: Go to Settings > Accounts and backup > Manage accounts. Delete the account that you want to remove in Authenticator.