Hi,
I installed the O365 integration folowing these instruction https://docs.moodle.org/34/en/Office365 and it just worked out of the box for me, MFA user could logon as well as non MFA one. Moodle is version 3.4.2
So no there was no MFA specific config to the configuration to make it work on my installation, user logon experience is exactly the same on Moodle as it is for Outlook web acces for example.