Referencing Figure 1 (page 2) of the PIC10F200/202/204/206 data sheet, VDD is pin 5 and VSS is pin 2. How did you physically mount a PIC10F206 into a ME Labs U2 Programmer?!?

You are going to have to run jumper wires to a PICkit3/4 to program this micro beast (or run them to your U2).