Always use the app option (either desktop or mobile), e-mail has been unreliable for some reason. And it does need it, I enabled it because a number of accounts were getting hacked via publicly known logins from exploits on other sites. Mass post edits, deletions, fake posts etc. ensued and it was constant cleanup work for the staff. 2FA stopped that in its tracks. It is a small inconvenience, but realistically everyone should have a 2FA app installed these days for PayPal already, if nothing else.