Hi @hocheng,
Welcome to Atlassian Community!
The KB article you refer to only applies if you are not using a linked IDP, the error you get indicate that you are, and in that case you should enable two-factor auth on you IDP instead. Also have a look at this KB on how to do it using an authentication policy if you do not want to do it via your IDP.
It looks like you're new here. Sign in or register to get started.