That’s already being phished despite being in Find My. A local iPhone users Facebook group here regularly gets posts of “I lost my iPhone and then got a text from Apple to find it by clicking this link, should I?”, text sent by the thieves.

Adding a similar real interface (even if delivered by Find My and not texts) would just make phishing more successful. That’s why Apple Support/2FA prompts are verbose popups on every device you own at the same time.