U2F is so infrequently used on public sites compared to SMS and TOTP. Of the things I use regularly, that arn't for work, that have a 2FA option - I think two (Google, and my password manager) supports U2F.
For either of those methods, stealing two SMS/TOTP codes isn't that much harder than stealing the first one - you just display a fake error saying that it failed, and try again.
For all but the most attentive folks - getting a "Whoops, try again" error when authenticating is probably going to be a semi-regular occurrence anyhow, so adding a fake one in there probably won't trigger any mental alarms.
Yeah, I really wish more things worked with U2F. I especially hate when I enable U2F on a site it works on (Twitter) and then every time I log in it does an sms code anyway, even though I have U2F enabled and would much prefer to use it, but like having my phone number as a recovery backup.
For either of those methods, stealing two SMS/TOTP codes isn't that much harder than stealing the first one - you just display a fake error saying that it failed, and try again.
For all but the most attentive folks - getting a "Whoops, try again" error when authenticating is probably going to be a semi-regular occurrence anyhow, so adding a fake one in there probably won't trigger any mental alarms.