Duo includes a "Remember Me" feature which allows it to retain your authentication for up to a specific length of time. The specified length of time varies based on the application you are authenticating with.
This chart shows the specific "Remember Me" duration's based on the application:
"Remember Me" Duration
O365 Web Client
O365 Desktop and Mobile Client
If you change your password, you will need to re-authenticate with Duo with with all the listed applications. This will reset the "Remember Me" duration once you authenticate with the new password.