This depends entirely on what MFA solution you are using and how it's licensed, but generally speaking yes folks using MFA would need to be licensed properly and that's usually an individual license. If you're looking for a free MFA solution specific to GlobalProtect look into the Okta since they'll provide GlobalProtect MFA for free for all of your users.
GlobalProtect itself doesn't need any sort of individual license, nor is MFA a feature that requires the GlobalProtect subscription to access.
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