So digging around a bit on the page the 'Learn More' in the login approvals (https://www.facebook.com/help/148233965247823 https://www.facebook.com/help/1482339

So digging around a bit on the page the 'Learn More' in the login approvals (https://www.facebook.com/help/148233965247823 https://www.facebook.com/help/148233965247823) claims that you can turn off SMS codes, but I no longer have the advantage of being able to walk over a few desks to get a real verification :) I may try to set up U2F later today and see if this actually works... You would also need to turn off login notifications (section just above login approvals in the security settings page.)