If you do not want your users to be challenged with MFA at every logon, then you can set up MFA exemption by time interval. For instance, MFA is only required once every hour or day etc.
Exempt MFA from Computer Logon
The option to exempt MFA from computer logon is located in the Logon policy:
Exempt MFA from Computer Unlock
The option to exempt MFA from computer logon is located in the Computer Logon Client policy:
Exempt MFA from UAC Prompt
The option to exempt MFA from UAC Prompt is located in the Computer Logon Client policy:
