Microsoft Authenticator, installable and works in SFOS 4.5.0.21 / XA III?

I have to revise this statement of mine in the meantime: It worked and still works for me without Play Services for “simpler” applications like 2 factor authentication for certain mail providers.
It doesn’t work for a VPN connection establishment for a specific VPN infrastructure product. The account created for that in MS Authenticator doesn’t work.