But if the site just captures your credentials and puts them in a database of site/username/passwords, they are useless later, even if they also store your 2nd factor of the moment. The next time someone tries to authenticate with your stolen username and password, and the MFA challenge comes up, they will be stuck. The factor they captured phishing has long expired, and the site has no ability to provide the correct value for your 2nd factor at a later time.
So in other words, 2FA does provide additional protection in this scenario, unless the malicious party has programmed the system to also hijack your session.
I honestly can't say for sure how often the phishing sites use session hijacking vs. just collecting for later use. If the first scenario is most common then no, 2FA doesn't help much. If the second scenario is typical, then 2FA provides significant additional protection over just username/password.