At this time this functionality does not exist, June 22, 2020.
Feature 240050 has been raised to include this functionality: 2FA end-user to receive the OTP/Token Via Email
Please review the list of Resolved Issues and Enhancement Requests published within the product release notes to determine if this specific Change Request is included in an upcoming release. Release notes are available at support.oneidentity.com under the technical documentation section of our website. We do not guarantee that all Change Requests will be implemented in future releases. For more information on our Product Enhancements and Defects policy, please consult the One Identity Global Support Guide https://support.oneidentity.com/essentials/support-guide