I may be mistaken (and I'm sure someone will point out if I am) but I think most hardware U2F tokens require you to physically press something on the token to validate that it should pass over your keys.
The soft U2F solution presented here still prompts you, but it is easier to imagine the software being modified/owned on a compromised machine than then hardware token being hacked in such a way as to hand over the keys without a physical press.