The entire security model depends on the devices being uncloneable.
But my security model does not allow putting myself in a position where I am stranded without my second factor (or doing huge amounts of work re-registering everything).
That's why you set up backup factors.
It is for the same reason that services like Google Mail won't let you set up a U2F token without a backup factor.
The only backup I know of is getting another key that you register in the same way as the first key.