The primary reason is exactly the reason you cited (u2f support is not ubiquitous across browsers..especially mobile). We may consider allowing folks to use u2f exclusively in the future, but we started conservatively given the already risky proposition of account lockout with regular 2FA.
Thank you for clearing that up. Personally, I'm more likely to lose my phone or have it brick itself (happened to my previous phone) than to lose a yubikey.
