I cannot possibly believe no-one else has requested this???
All other 2FA options are vulnerable to phishing / MITM reverse proxy attacks, and only U2F can prevent this.
PLEASE guys add U2F support to LastPass! Yubikey OTP or Authenticator based 2FA methods are not safe. All a hacker has to do is to ask the victim to log in to a URL which is 1 character different e.g. https://laslpass.com/?ac=1&lpnorefresh=1 and then they can download your entire unencrypted vault, even if 2FA is enabled.