Eh, no? How does your provider know all your bank accounts? If at all, then the one you are using for billing - but the 2FA apps do not expose such data to the provider? The Apps communicate via HTTPS calls in the background?
Maybe they meant their provider has it for payment info. That would not be unusual in Europe.
I think they're implying they can glean all that information based on the 2fa codes you receive. eg. "your security code for First Bank Of HN is: xxxxxx"