Hi there!
I've seen this behaviour with different banking apps now, but I was just properly aware of it when trying to change a password on CaixabankNow.
The issue is that just when you receive the 2FA SMS, it seems like signal is lost and then regained, as if you put aeroplane mode on and off.
Here's a video of the behaviour when a message is received.
In some cases I haven't received the SMS, but I'm unsure if this is related to the bug itself or the 2FA.
I know for sure this has happened with other banking apps, but now I'm not 100% sure of which ones. Will report back when I see the behaviour repeating with other apps.
I'm on a Pixel 9 and latest GOS release.