The risk is that if your password manager's database is stolen, then an attacker can do an offline decryption attack on it, and should they succeed, they have both parts of the login to compromise you.
At the very least, you SHOULD keep the 2FA credentials in a separate database (IE, keepassxc can keep multiple databases), so an attacker would need to double their efforts to get both parts of the login.
At the very least, you SHOULD keep the 2FA credentials in a separate database (IE, keepassxc can keep multiple databases), so an attacker would need to double their efforts to get both parts of the login.