I did have an authenticator. I used the Dial-In Authenticator, as I didn't like the idea of an authenticator being tied to my phone (I do change phones, but not telephone numbers). Apparently, it didn't trigger. I played Diablo at a conference on the East Coast, and I live on the West, and it didn't trigger then either. My guess is that it just doesn't work.
Although how was I to know that?