A year later, and U2F is still not supported in Firefox.
A few service providers have stated (some publicly
https://lastpass.com/support.php?cmd=showfaq&id=8126) that they will not implement U2F until Firefox supports it.
Adoption of this standard may not pick up momentum until this issue is resolved.
While reviewing the bug entry
https://bugzilla.mozilla.org/show_bug.cgi?id=1065729 for U2F implementation, I noticed that a BountySource campaign had been created, and have made a pledge. It may be the only way of accelerating development of this feature, so check it out if it interests you.