For this to work you'll have trust a third party (other than blockchain) to cross sign your transactions if you provide correct 2FA code.
Or you can set up your account with two keys weighted in a sum of 1, and then sign each transaction/transfer from two different wallets each holding one of the keys. This can work too yes. Instead of 2FA user will manage two wallets.
However both approaches are presenting different pros and cons compared with 2FA intrinsic to the chain, which is perceived as been the most user friendly.