Yes, because the entire authentication flow happens in Azure AD (which supports MFA).
Like I said, the Gaia OS does not support integration with SAML, only RADIUS or TACACS.
Which means you need a Windows NPS server set up with the appropriate plugin: https://learn.microsoft.com/en-us/azure/active-directory/fundamentals/auth-radius
You can actually use RADIUS for both SmartConsole and Gaia OS in R81.10.
The "MFA" would be entered in after your fixed password in both cases.
The user experience of the SAML-based approach is much better.