Same problem I had. I got a bunch of keys, and everything I actually want to U2F does not support it.

Sure - Google, Github, Fastmail. But nothing financial. Not even the more startupy stuff like TransferWise and Revolut. Fastmail forced me to enable SMS 2FA to use U2F, which I suspect is actually worse than not using 2FA.

Also, a inherent problem: I would really like to keep a backup key in a galaxy far, far away in case my house catches fire, but I cannot enable a key if I do not have it at hand.