This has been a big complaint of ours with the MFA/RADIUS implementation on the Horizon Connection Servers and Unified Access Gateways (UAG).
By default it asks you to "Enter your user name and password.". When you enable RADIUS it changes to "Enter your user name and passcode.". You do have the ability to insert wording between "Enter your" and "user name and passcode.". So you could have it read "Enter your COMPANY user name and passcode." or "Enter your ACTIVE DIRECTORY user name and passcode." or whatever works for your organization.