Microsoft uses SMS 2FA
Microsoft uses SMS 2FA to verify your ID when it locks you out of skype because it doesn't like you continually logging in to different devices over a short period of time. (Testing to prove that my family can communicate whilst avoiding roaming charges abroad... using the locally available free wifi, that is.)
As an amusing aside, if you are on O2 PAYG, on some tariffs (without bolt-ons) it can be cheaper to call the UK from anywhere in Europe other than from the UK, due to the cap on roaming charges within the EU...