But then I need to buy a YubiKey (€45), and set it up on my Linux machines which seems to require some PAM stuff, and lose one of the two USB ports on my laptop, and carry it around, and make a plan for when I lose it or when it breaks.
And the advantage is ... I don't know? If you have a strong random non-reused password I'm not seeing any. The only hypothetical advantage is when someone compromises your email account or desktop, but support departments tend to just reset 2FA if asked, so it's not actually a protection.