MyMonero does not use a 2FA system because it introduces centralisation which defeats the purpose of using an XMR wallet.
Our wallet service does not require any of your personal information, this helps maintain the anonymity of our users. To use a 2FA system, we would require the use of your email address or cellphone number, and this would decrease your privacy.
Adding 2FA to the MyMonero wallet would make us custodial, which is something we don't want. We are happily a non-custodial wallet and we hope that our efforts to maintain your privacy will make our users comfortable to use our wallet service.