I hadn't noticed that Github started supporting U2F. Nice to finally use my keys for something other than Google accounts.
One big advantage of U2P is protection against phishing and mitm attacks, which OTP is vulnerable to. There is more information here: https://developers.yubico.com/U2F/Protocol_details/Overview....
(I'm not affiliated with the site, I just check it periodically and thought it might be of use here.)