One key difference which made me appreciate the thought which went into U2F: people using password managers can still copy and paste the real password into the form, which they're somewhat trained to do by all of the large websites which don't have / don't have working single sign on.
With U2F that failure mode is impossible since you cannot get the private key to shoot yourself in the foot with, even if the phisher successfully convinces you to try.
You know when your U2F device has been stolen because it's not in your possession anymore. The hardware is meant to be at least tamper-evident, if not tamper-resistant, so an attacker can't just steal the internal secret and put the device back where they found it.
Bytes in a password manager are hard to steal, but if you do steal them, the legitimate owner won't necessarily ever know.
With U2F that failure mode is impossible since you cannot get the private key to shoot yourself in the foot with, even if the phisher successfully convinces you to try.