SMS: Sent in clear, Phishable, interceptable, SIM swap
QR Codes: Phishable
Passkeys: If you lose passkeys device/software you fall back to other methods/huge hassle.
Yubikey/hardware: When lost/forgotten, you are screwed/refer to backup methods. Also pretty inconvenient.
There is no perfect security, and all security requires education/training, or people are its weakest link.