Https://eu.forums.blizzard.com/en/wow/t/authenticator-mobile-app-migration-deadline-approaching/479975/3

An authenticator is not required to play the game. It grants you however access to more bag slots, a custom LFG description and so on. You can access the game fine without it, it is an added layer of security for your own benefit.

The article in question:

Describes that the standalone app will be removed which was announced some time ago with this being the final reminder, and merged into the BNET app. A two in one of sorts.