My iPhone 6s cannot turn off two step authentication but why?

If 2FA has been active on an existing AppleID for 2 weeks, it’s permanent.

All new AppleIDs have 2FA enabled.

It’s really not a big deal; but you should understand it. Apple explains it here:

https://support.apple.com/en-us/HT204915

You’re welcome.

Recommend adding additional / alternate trusted phone numbers as “suggested” in that Apple article.

Unfortunately, you really can get yourself in a bit of a bind if your iPhone is your ONLY trusted number ...

... and it is lost or damaged.