TL;DR Security is hard and making even small changes to the way security protocols work can open up unexpected attacks. While it may seem at first glance like putting the 2FA before the password helps to protect the password, it actually opens up much worse attacks. Let's have a look!
The problem we're trying to solve
According to your question, the problem you're trying to solve is password brute-forcing. This is a bit of a red herring because people crack passwords against stolen or leaked databased of password hashes, people don't brute-force against live servers because things like rate-limiting already do a pretty good job of solving this problem. That said, let's take a look at different types of 2FA and what would happen if the 2FA went before the password.
Code generation Apps
aka Time-based One-Time Password algorithm (TOTP), for example, the Google Authenticator:
I agree with you that I can't, off the top of my head, think of a reason why putting this first would weaken the authentication protocol.
Some 2FAs are designed to pop up a notification on the phone rather than hiving you type a code, for example the Blizzard Authenticator:
Doing what you suggest of putting this before the password would actually be dangerous because it leads to a denial-of-service attack: the attacker hammers a user's account so that there are near-constant notifications on their phone, either preventing them from being able to use their phone, and / or forcing them to disable the 2FA in order to make the notifications stop (and weakening their account).
aka sending a One-Time-Password to your phone by SMS.
This has the same problem as Notification Apps in that it leads to an obvious denial of service attack, but it's worse because in some places, phone carriers charge for incoming SMSes, so the attacker can force the user to pay huge cell phone bills.
Of the three types of 2FA apps I mentioned, your proposal is neutral for one, and detrimental for the other two.
Also, putting the 2FA step first would advertize to attackers which user have enabled 2FA, and which have not. Basically telling them who the easy targets are.
Finally, the notification and SMS based 2FAs server another valuable purpose: an alarm to tell you when your password has been cracked. If I get a 2FA notification that I did not expect, it's time to change my password.
I like that you are thinking outside the box and challenging the way things are. Security is hard, but don't be discouraged from asking more questions, this one was fun to answer.