Earlier quoted context omitted.
It was probably the worst way they could have implemented 2FA; we're still vulnerable to a MITM attack. One of the more annoying things is that the codes are sent from a random 386 number. Out of the 7+ texts I've received thus far, only 2 were from the same number. Apparently the company they're using is named https://duo.com/
That's odd, we use duo at work and it's great. Every user is configured to get a push notification directly to the device which bypasses the issues with SMS.
I don't recall whether I had the option to use the app when I enabled MFA initially. However, after the fact, and as far as I can find, I cannot go back and enable the app.