There are several reasons why you wouldn't receive these messages.
Your Phone Number's Country Code is not Supported
If you see this message, the country code assigned to your phone number is not currently supported. Contact your system administrator for assistance.
Your Country Limits Automated Text or Voice Messages
Regulations in some countries, including India and China, prevent automated text and/or voice messages from being delivered to their intended recipients.
If you encounter this problem, choose another strong authentication or password reset method.