Actually, compromises of SMS are pretty common. It has been used by malware to steal banking one-time codes for years, see e.g.:I actually avoid using apps for 2FA because they severely disrupt my workflow - especially if I'm on desktop. SMS is universal, and to my knowledge no one has shown that there have been compromises using SMS as a 2FA method.
http://www.pcworld.com/article/2020...f-malware-stealing-bank-data-sent-by-sms.html
https://blogs.sophos.com/2014/02/05...ntercepts-sms-messages-to-steal-banking-info/
There are also many known cases where bad guys used social engineering to get a carrier to redirect SMS. Here's a recent example:
https://www.engadget.com/2016/06/10/hacker-hijacks-deray-by-redirecting-his-verizon-phone-number/
Finally, some people are starting to use services like Google Voice to receive SMS security codes. Of course, if the Google account gets hacked ...