"If [email address] matches the email address on your account, we'll send you a code." But it never does, even though this is the email address I use

[Windows 11]

I'm trying to set up two-factor authorization. I'm logged in, but in order to make the change, it asks me to verify my Microsoft account. It asks for my password, and then says "If [email address] matches the email address on your account, we'll send you a code." But it never does, even though this is the email address I use to login. It is allegedly send this code to my email address, but the code never arrives.

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