Biometrics are not set up for my work profile it seems. I've tried to 
find a setting / menu for that but I failed.

This thread [1] suggests that there is a "Fingerprint unlock for work" 
setting, but there isn't (Google Pixel 6). I've attached a screenshot to 
this mail. Not sure though if you speak German ;)

Best regards
Thomas

[1] 
https://learn.microsoft.com/en-us/answers/questions/700616/microsoft-authenticator-in-android-work-profile-no