This request is more of a 'nice to have' than anything else. Just something I noticed myself and a couple of users have mentioned but after we enter our login credentials and hit enter the screen just sits and waits. For users that have opted for a code via text its not a problem as we are shown a nice little box to enter the code whilst we wait for the text message. This of course indicates to the user to that their credentials have been accepted so they wait. But for those users that have the push notification app they're not actually told anything is happening, so they end up retrying their credentials or refreshing the page until they eventually realise their phone is going nuts with auth pushes. Eventually they get in of course.
It would be really nice to have a message that simply displays 'please wait' or 'please wait for secondary authentication'. Something along those lines, or if its not too much trouble to detect the type of auth then something that says 'please check your phone/device' to make it a bit more obvious for these poor users using MFA.