Login Authentication Policy

Hello

I created an authentication profile named "MFA" with Challenge 1 including Mobile Authenticator, Phone Call, Text message confirmation code, and Email conformation code.

I then edited the Default Policy>User Security Policies>Login Authentication>Identity Cookie - is not present and set the authentication to the "MFA" profile.  I expected this to give me the options listed in MFA, but I still only have the email option for the authentication link.  Am I misunderstanding the expected behavior or is there some other issue?

Thanks

Jay