Create a 2FA device with the new UI
The log out link will be /w/index.php?title=Special:UserLogout&returnto=Special%3AAccountSecurity&returntoquery=addsuccess%3DSecurity%2Bkey -- the returntoquery part is a bit too sticky... So you can immediately log out, log in again, and it will follow you through...
The return to link will have /w/index.php?title=Special:AccountSecurity&addsuccess=Security+key
And then the login link will have /w/index.php?title=Special:UserLogin&returnto=Special%3AAccountSecurity&returntoquery=addsuccess%3DSecurity%2Bkey
So when you then log in again, are taken back to Special:AccountSecurity, the success box is still appearing...