By design the FIDO U2F devices are supposed to not be clone-able, and by extension the backup should not be possible. This is why Nitrokey FIDO U2F is not supporting this feature. Additionally the secret material is stored on the security chip, which allows only write. The key generation is done there as well, hence the key material never leaks outside the security chip.
According to the FIDO U2F Overview spec, the service should allow multiple devices to be registered, and this is how user should make his backup. In practice I have noticed, that web services often allow to register alternative ways for accessing the account, e.g. backup codes, or TOTP authentication.