Hi there @enrique welcome to the community!
Good question - I’m not entirely sure it is - Like you’ve mentioned almost all docs refer to Universal Login in this context as it’s generally encouraged over embedded for various reasons. MFA in general should be possible in an embedded flow, but you would need to use the MFA API directly as noted here:
Please do let us know if you have follow up questions and/or can share your solution should you come to one.
Thanks!