Chess.com CEO Erik has answered this previously back in 2021:
We are never going to add this for members. Why? Because there is nothing so personal and sensitive that needs that level of protection, and the hassles of new phones, etc - it's just a TON of work.
https://www.chess.com/clubs/forum/view/2-step-authorization-at-login-feature?comment=44799748
/ Why do you think it's so important?
In order for Chess.com users to keep their accounts secure, it is imperative that Chess.com implements an optional 2FA feature.