You might read this post from LineageOS Play Integrity – LineageOS to get an understanding of Play Integrity. /e/OS with microG is different, ofc but even with locked bootloader you won’t get full pass (only “level 1” of three probably). One would hope for “level 2” but, right now, I think that is not going to happen with /e/'s “stable” version of microG.
You could ask the app developers, but maybe they just “trust Google” and want a totally unmodified ROM with a level 3 pass. Experts do manage to modify a ROM and get level 3 for a time, until the bar is raised “week by week”. [1]
You might read some of the more recent posts on this thread [LIST] Banking Apps on /e/OS … banking apps have many different attitudes to security.
Only a bit of an indicator but the url Yuh Finance App | Free, all-in-one online account will open in default Browser and Browser > Settings will allow Add to Home screen. However looks like they will enforce the app rather than allow login, ymmv.
[1] microG Telegram