There was a mailing list discussion about building U2F into Django, and I agree that should get done.
I don't know a ton about SSO, although I'm more skeptical about building it into Django only because there are many different ways you might want the business logic to work, so to me that suggests using a library for that might be more appropriate than having it built into the framework.
There's not even a good 3rd party library, I spent like a day testing all of them out and it's so cumbersome compared to what I had to do with Flask-Security and Flask-Dance.
Fair. I had the same issue a few weeks ago implementing OAuth as a provider. There is a library that is reasonably functional, but the documentation is so bad that if you followed it verbatim there would be huge security holes in your app.
I disagree about this, there's not even a basic user signup flow plugin with page templates that would allow SSO and U2F, it was so when I was looking at it three months ago. With Flask I can use Flask-Security, Flask-Dance and I have user signup, pw resets, SSO. With CSRF protection out-of-box and bunch of other security features are easy to turn on compared to Django. What I did like about Django was the idea and maybe I would've liked Django-Admin if I didn't have to reinvent three wheels out of four.