tl;dr I don’t see a way to setup a software 2nd factor (eg: no “add an app” prompt or anything).
This help article claims I should be a able to setup a software token (via an app like Google Authenticator), not only does it mention app usage but if has this line for step 2b:
Scan the code presented in GitLab with your device’s camera to add the entry automatically.
I don’t have a QR code presented on that settings page, just a list of hardware tokens I’ve setup previously, and a button to regenerate backup codes.
What am I missing?