Yes. That is the point of 2FA. Require something more than login credentials, preferably something physical you possess for an actual login to be successful.
Incorrect: U2F would prevent this, but simple 2FA challenge could simply be displayed at the next screen of the form, and once you submit, the malicious server could immediately use the token you provide.
U2F does mutual auth of the u2f service, so it should fail.
U2F prevents mitm attacks, which this is an instance of. Using Google standard 2FA and save the machine/browser for 30 days it would pop up and say you need your 2FA, which would be suspicious. With U2F it would say the service is unknown, which is equally suspicious. But my point was simply that it prevents the attack with only the login information, not that the attack can be futher refined to get your 2FA token.
2FA is a great way to know when you have to look at all the data to decide wether or not to give the token. For instance, I always double check the URL when I'm about to hand out a 2FA code.