Once enabling Multi-Factor authentication for a user they're no longer able to run "Test Connection" nor "Retrieve Completed Update Sets". Retrieving remote updates set worked before enabling MFA for the user.
Release or Environment
When enabling Multi-Factor authentication it will require more than your username/password to login to the system. It also require the Multi-Factor pin after the username/password. In the remote update set it only use the username/password; hence, it does not include the MFA information for it to fully authenticate.
Create a user which does not have MFA enabled. Use that account information to retrieve your update set.