Actually most security professionals have a serious downer on writing passwords down.

I can see some circumstances where it could make sense, as you say where physical security concerns are less of an issue.

That said I wouldn't say a 2FA device is like a post-it note really.

Assuming you're thinking about TOTP like google authenticator, access to the codes is protected by the devices' security, which adds a bit more to it than a post-it under a keyboard.