Since July 2022, Proofpoint added a new feature to Essentials that allows you to enable two-factor authentication on proofpoint for logins to proofpoint essentials. This is recommended if you have not rolled out MFA on the office365 side or if you want a very aggressive security stance.
The main article to setup 2 Factor Authentication can be found here
This being said, 2 Factor Authentication requires that proofpoint be able to fetch the mobile number of the person we will be sending SMS messages to provide the Authentication security code authenticator.
If you're on Office365, that means you need to populate the Mobile Number filed with people's mobile phone number for this feature to work. Note that if you manually input the mobile number directly in proofpoint, the sync will wipe the number if it's not put in Azure AD. So it's important to do it on the Azure AD side.
So assuming you have azure sync running, then all you have to do is populate the mobile number field here:
Once that information is in, assuming your azure sync is set to sync every few hours, on the next sync pass, the mobile number should be pulled in.