Banks might not support u2f but they pretty universally support some form of 2FA (I think certain things like PCI require it but not sure on exact regs)
It might not be quite as good but email 2FA behind U2F protected email gets you pretty close
My good bank (First Direct) gave me a physical OTP code generator, so I need a PIN and the physical device to get codes which are needed to log in. Once upon a time read-only activities like "Check balance" didn't need a code, but they got rid of that functionality because it's presumably a security risk with little benefit.
The same physical device constructs confirmation codes (proving I know the PIN) for specific inputs like if I want to send money somewhere I've never sent it before or a much great amount of money than usual.
However unlike U2F or its modern successor WebAuthn that's still in principle vulnerable to phishing, if thirstdirect.example pretends to be firstdirect.example and I don't notice, the codes I give to the wrong site work on the real one.
U2F is (as its full name "Universal Second Factor" would suggest) specifically only a second factor, it doesn't make sense as your first or only factor.
WebAuthn can replace the entire authentication, because it can perform multi-factor authentication locally and then send a claim to have done so, optionally backed by attestation from a vendor saying they promise the multi-factor authentication is done by their product. For example an iPhone can have one press sign-in to web sites or apps using this technology.
It might not be quite as good but email 2FA behind U2F protected email gets you pretty close