Doesn't it "just" require a CLI client that can speak both FIDO U2F and whatever the MFA provider uses? But yeah point taken.
Even if Google and Microsoft don't support it could a FOSS CLI client capable of speaking all the relevant protocols have resolved your issue? With OpenPubkey gaining support it seems to me that a service could potentially support exclusively that and in doing so cover all necessary auth methods simultaneously, at least assuming the provider is comfortable self hosting an IdP solution.