Ledger wallets support U2F and are copiable. There's someone who's building an OSS hardware token that's also copiable (you can flash the same seed to as many hardware tokens as you want).
The protocol is open, though, so in theory you could semi-easily make your own FIDO2 key out of commodity hardware. The Solo 2 Hacker edition might also be copiable.
Thanks for raising this point though. Lack of copy-ability is more an implementation issue than a problem with the standard.