Except it's not really a sliding scale with SMS being "easy" and U2F being "hard". U2F is SO much more convenient than either TOTP or SMS. SMS might be a little easier than TOTP, but with either one you still have to (1) find the phone, (2) unlock it, (3) hunt around for and open the app, (4) manually type the code in, often looking back and forth between the phone and webpage 2 or more times before you get it. Compare to just taping the U2F key with the side of your finger (assuming it's already plugged in, which is what I do). There's just no comparison in terms of UX between U2F and anything else I've ever seen.