Yeah there is the location too as you say - but as I pointed out this requires a live phishing attack which I've never come across (and certainly isn't in the mass mailed out fake e-mails) to capture it. It wouldn't be worth a hackers resources or times unless they were specifically trying to hack someone in particular. They usually want to collect thousands of logins for sale, not just a few - and further more than attack wouldn't really be much use except they could bribe ONE user that they will wipe their devices. Think, they'd have to have an Apple device for every person they wanted to hack, it's not practical because they can only login into one 2FA account at a time. They can't sell that access unless they sell that device that is logged in.
They don't need an Apple device - they could just use the 2FA the user enters into the fake website to access their iCloud account.
However, my point is that 2FA doesn't protect against man-in-the-middle attacks. The issue of scale is a different matter, and frankly if you target the right people to phish it could still be worthwhile to hold that person's data ransom.