It makes sense that this problem is happening. Once we have a SSO session on the computer/browser, then if MFA is required as part of the hosted workflows, FusionAuth will prompt for it based on the existing SSO session.
To solve this problem, you could opt to not make use of the FusionAuth SSO session. So, if you are using our Advanced themes, you could remove the option for an SSO session by removing the Keep Me Signed In checkbox from the theme. Using our Simple Themes, you would set the SSO Session to a really short duration in Tenant Settings (2 seconds, for instance) thus effectively removing the SSO session. Both of these options would eliminate this problem described above.
If you still wanted to generate a FusionAuth SSO session, and you wanted to solve this specific problem, you could use Advanced Themes and hardcode a logout link on this MFA page to allow a user to reset the session and login again. This same solution is not possible using Simple Themes, but a feature request could be logged if you wanted to see this logout link included in Simple Themes at a later date.