Yep, for some reason Valve and the incessant Steam fanboys insist that mobile-based Steam Guard is absolutely perfect and anything like U2F just makes things more insecure… somehow.
Fortunately, Bitwarden at least implemented Steam’s own TOTP algorithm. With a very user unfriendly process you can grab the authenticator key Steam gives you via the third party Steam Guard desktop client, insert it into Bitwarden, and then it’ll happily generates the right verification codes for you.