Re: Or, indeed, an open source solution where you are in control.
It's installing an app from the app store, you either get one and use it or get another and use that. There's little to choose from between authenticator apps, there's no worthwhile support that MS can offer for their own app as it either works or it doesn't and if it doesn't then it's probably something else wrong on the phone anyway, the experience of authenticator apps is practically the same no matter which one you choose, the only difference is open source ones generally export to an open format.
But yes, we have the corporate mindset that is scared of something because it's not from MS. Presumably if something is not an albatross around your neck then it doesn't exist.