I think this should be a configurable option - no one remembers the answers to those questions and they end up requesting IT reset their password. It defeats the purpose when you're already using email or SMS for resets.
There is another issue with this. When your first login is to a SAML Office 365 tenant, the window popping up when starting a Office app does so without a scroll bar, so users do not see that there are 3 questions. You can tab through the options, but this is REALLY user unfriendly.