It looks to be that in version 3.1.1 the defaults for AAD Sign Ins swaps away from BETA --> 1.0 which looks to not be providing authentication_method (MFA/2FA) information.
This default change in behaviour can be seen in this file 'input_module_MS_AAD_signins.py'
BEFORE:
url = graph_base_url + "/beta/auditLogs/signIns?$orderby=createdDateTime&$filter=createdDateTime+ge+%s+and+createdDateTime+le+%s" % (query_date, end_date.strftime('%Y-%m-%dT%H:%M:%S.%fZ'))
AFTER:
url = graph_base_url + "/%s/auditLogs/signIns?$orderby=createdDateTime&$filter=createdDateTime+ge+%s+and+createdDateTime+le+%s" % (endpoint, query_date, end_date.strftime('%Y-%m-%dT%H:%M:%S.%fZ'))
For anyone who really needs/wants authentication_method information I strongly encourage you to back to your INPUTS and change the dropdown back to BETA.
These seem to have been dropped by MS in v1 . unless BETA is ahead .. in which case they will be and all that is required is to change the INPUT