Same experience here. I also don't like giving out a mobile number. I am fine with the alternate email and the occasional asking for the security code. So far with four accounts it's been once except for when I access "Security info" on the "Account settings" page.
The account the asked me, actually had an old alternate email address. So I was not getting the security code. I had to select "I don't have these anymore". I was able to change my alternate email, I was also offered mobile number. I know have to wait 30 days before I can access my "Security info"
How do I replace all my security info? - Microsoft Windows Help