No, that's a scenario
you want to defend against, and I'll remind you again that if you're dealing with attackers that can exploit your computing devices directly, the tokens are pretty much cosmetic. If you have an insecure phone and you actually use it like a smartphone, you're boned no matter how many security tokens you've got attached to your key ring.
When we work with lawyers, reporters, and NGOs, what we find are people with much more urgent security problems. They're one carefully worded email away from giving their entire email account away to a 25 year old in Estonia. They aren't worried that their phone is about to get owned up --- mostly because that isn't going to happen, but for other reasons too.
Real targets are going to be compromised for 3 reasons:
1. They're going to be phished out of losing their credentials.
2. They're going to share credentials between sites and lose them in a breach of one of those sites.
3. They're going to click on an attachment and lose their whole computer to an attacker.
The U2F/TOTP stack this post recommends nicely addresses (1) and (2), and nothing anyone on this thread is talking about addresses (3). I'm not sure why we're spending so much time considering (13).