Pretty simple: you use your backup key to revoke the lost key. This is possible with e.g. Lastpass and Google. Of course, if the attacker logs in before you revoke the key, you are hosed, but the same would be true in your car analogy.
> i.e. "Honey! I can't find the car keys, have you seen them?"
With car keys, too, you have a backup key. Arguably, the physical car keys are easier to copy.
> I would be in favor of an implantable RFID chip or whatever 'better' tech comes around.
Nothing new, see this article from 2004 [1]. As you can read in the article, its first headline was even in 2001 (to put in perspective this is 15 to 16 years ago). Company's name is VeriChip.
The problem is that the signal can be intercepted (AFAIK it doesn't use a form of OTP), and the key cannot be easily replaced/revoked. A YubiKey doesn't suffer from this issue. The issue a YubiKey has is that it can be easier lost than an implant.
The YubiKey Neo ('large' version, not the 'laptop' version) supports NFC.
> We desperately need _BETTER_ 2FA.
Why? How?