Correction on Feb 25th, 2017
(unfortunately the markdown does not support strike out of words)
I obviously was mislead by some other blog post and a FIDO spec not being precise about implementation roughly 3-4 years ago. The U2F devices contain an attestation certificate, but these usually are not unique for each device. The attestation certificate is just for verifying to the service, that this is a device of a certain type. If you buy a bunch of U2F devices from one vendor they probably all have the same certificate and of course corresponding keys. (I checked this myself these days)
Another customer would probably get the same cert (and keys) as you.
Still, a vendor could create individual attestation certificates for each key or for each customer buying a bunch of tokens.
However, a vendor probably will change the attestation certificate, if they release a new device version. This is because the service should now, if an old device tries to register or a newer device, because it might deny the registration of the older device type.
Well, you still have to trust the vendor to handle the attestation certificate correctly, because this is in fact information that is sent to each service, when registering.
The most known U2F device vendor thus uses an additional master key, which is bound to the attestation certificate! My previous statement was wrong!
Thus the Intelligence Service in fact usually can not identify your individual device by the attestation certificate. The IS would have to contact the vendor in advance to ask them to put individual attestation certificates on it.
I am sorry for the misunderstanding or having caused any big panic! Only mean to cause mid-sized panic! ;-)
...or the normal way of do-not-switch-of-your-brain-when-someone-claims-his-solution-is-totally-secure.