Which don't? For all the big major ones I've used U2F with, they've supported multiple keys for a while (or since introduction). It's practically a requirement in case you lose a key..
To name a few off the top of my head: Google, GitHub, Gitlab, Facebook, 1Password, etc.
If that's the case, it must have changed at some point. Lastpass and Duo both support multiple U2F keys, and have for at least a couple of years. I have two keys registered with Duo for login at my school and also through Lastpass's non-Duo U2F support.
To name a few off the top of my head: Google, GitHub, Gitlab, Facebook, 1Password, etc.