It does improve security, sure, but it is no way the holy grail.
There have been precedents where malware could steal funds despite TFA.
http://www.wired.com/insights/2013/04/five-myths-of-two-factor-authentication-and-the-reality/
Please provide some examples, your linked article did nothing of the sort.
Nobody said anything about holy grail but extraordinary claims require extraordinary details. The OP provided no details so to assume MtGox 2FA has been compromised is dubious at this time.
Unless the OP had a horribly weak password the most common attack vector is compromise to the users machine and gain access to credentials via keylogger. In that instance it is highly likely the user's email address is compromised as well (unless it is also protected by 2FA). A more sophisticated attack would use OP computer as a proxy or to just steal the OP session when already logged in. In either case the only IP would be the users. Layering steps and procedures which all involve the same compromised machine is probably just "feel good" security.
My claim was not that extraordinary... It's not like I'm saying
I was abducted by a UFO or something
Anyway, here's one rather famous example:
http://arstechnica.com/security/2012/12/sophisticated-botnet-steals-more-than-47m-by-infecting-pcs-and-phones/
I agree with the rest of your comments.