TOTP is a standard. It just works, and it always does, even if you don't have internet on your phone. Even if you don't have reception. Even if you're out of credit. Even if you're out of the country. Even if your telecom provider hates you. Authy is TOTP. Google Authenticator is TOTP. They are all interchangeable. You can use FreeOTP if you don't want to deal with those: https://fedorahosted.org/freeotp/

Steam is SMS, and I heard they now have a shitty custom 2fa but what you're describing is services that don't use an established standard, which is compatible with hundreds of established clients. SMS isn't merely nonstandard (and now deprecated), it's more expensive for both the user (requires an active sim card) and the server (requires sending SMS to numbers all over the world).