Starting the authy desktop client opens a window where a phone number must be entered. Are there TOTP implementations for desktops that don't require a phone number?
KeePassXC[0] can store the secrets in its password database file, no account or cloud provider required. There's also yubioath[1] which stores it on a YubiKey (requiring special hardware, but making it much harder to retrieve the TOTP secret than from either phones or desktop software).
There are definitely TOTP implementations for desktops.