This is the risk exposure we are talking about it here but many take it lightly and then regret later on.Some have also not enabled 2FA security features while those have enabled it they use the same device where they have authenticator download to get the code and login on the same device so what if it's compromised? I also recommend different devices for security but you should know how to handle them as well.
I meant it. It does not make any better thing for security if we have all in one device. If a hacker can hack our email, our account login information on that device, it is possible to hack 2FA on that device too. So 2FA is a protection against hack, it must be installed on a different device that we don't store a layer 1 information of our accounts.
Having two different devices are good enough for me. One for email and login my account and my phone is only for 2FA. They can not get anything if only successfully exploit one of my two devices.