Usually that message in the prompt means that the application's effective policy for authentication methods requires something the user does not have, such as a user has Duo Push activated but the application may only allow use of WebAuthn platform authenticators.
Try using the policy calculator to see which authenticators you're allowing for that application.
This could also happen if you are using risk-based factor selection, and the user's activity triggered stepped-up authentication, which means they have to use one of our designated "more secure" methods to clear the step-up state. Learn more about that here.
Have you tried the AI assistant in the Duo Admin Panel yet? One of the things it's designed to do is help you troubleshoot user access issues. You can ask it why user x could not log in and it will give you some suggestions.
Duo, not DUO.