Over at the Yubikey website they mention that the Nano or 5C Nano series is meant to be always inserted into a computer. I've seen some other sites mention the Nano is good for servers. But why would it be a good idea to have a U2F device always inserted into a computer?
What they actually say is that the device is designed so that it can be permanently inserted - its form factor is such that it won't get in the way or break.
Physical security should still be a concern, but the use case for many people will be to just keep the key in their laptop or tablet.