They use TOTP for 2FA (industry standard), which doesn't require a phone.
Their help page lists a bunch of 2FA app options, all of which run on phones, so it's understandable to think a phone is required. (I'm disappointed they don't list the app I use, which is Aegis Authenticator.)
But actually you can use any TOTP app, and they don't all need a phone. For example, macOS (desktop) has built-in TOTP 2FA as part of the password manager.
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They use TOTP for 2FA (industry standard), which doesn't require a phone.
Their help page lists a bunch of 2FA app options, all of which run on phones, so it's understandable to think a phone is required. (I'm disappointed they don't list the app I use, which is Aegis Authenticator.)
But actually you can use any TOTP app, and they don't all need a phone. For example, macOS (desktop) has built-in TOTP 2FA as part of the password manager.