Since 2FA only comes into play for protection if the password is compromised, if you're using a password manager that should mean that data breaches at unrelated sites shouldn't be a risk.
So we're down to phishing and malware/keyloggers being the most likely risk -- and TOTP offers no protection against that. If you're already at the point that you're keying your user/pass into a phishing site, you're not going to second guess punching in the 2FA code to that same site. I'd even argue push validation like Google Prompt would be at a significant risk for phishing, unless you are paying close attention to what IP address for which you're approving access.