This was TAC response to me in the case from January 6th, 2022 and from what I heard, this is still not possible (sigh...disappointing)
Andy
***************************************************
Hello Andy,
After consulting with escalations, assigning specific users to desired authentication method in Check Point Multiple Login Options is not a supported feature yet, and there is already an existing RFE submitted for that. However, you can configure only RADIUS authentication, and have the RADIUS server determine who gets MFA or who does not, meaning configure the MFA on the RADIUS server/Using DUO or some other MFA services on the account itself instead of having the gateway to do the MFA.