It's common for hardware security tokens like this to limit themselves to self-generated private keys. The intent is the device needs to provide a guarantee that the private key is not otherwise accessible, whereas it would be if the user generated it, perhaps wrote it to disk, provided it to the SE, and perhaps SEs on other devices.

I was thinking more in terms of: I trust openssl to generate a non-broken key. (Yeah, even with all its faults...) But if SE turns out to use generate bad keys, like the recent popular issue, I can't use a better one instead.

You can wrap your private keys with the SE key, though! The same way you might wrap your SSH keys with a password.

Is there a way to back up your keys? If not it could be a problem to lose your laptop.

I may be talking shit, but for what I understand of SE, it wouldn't make sense to loose the data if you reinstall macOS.

I tried to look up the info, but the only thing I found was this: "But because its backing storage is physically part of the Secure Enclave, you can never inspect the key’s data."

https://developer.apple.com/documentation/security/certifica...

That means that it get stored in SE instead of your computer's hard drive. Also, Apple have instructions to clean Secure Enclave if you're going to sell your macbook pro with touchid.