After extensive googling, we found numerous reports online about AirPods Pro most likely having a bug alerting their owners about "unknown accessory". If it's true, and firmware had a bug, Apple was probably in a weird position of not being able to publicly acknowledge it, to avoid potentially giving a false sense of security to folks who actually had the real alerts.
For us the alert never reoccured, and FindMy was erroring out when we clicked on "get more info about the device", so most likely it was a bug.
[edit] Reddit thread with other similar possible bug reports: https://www.reddit.com/r/iphonehelp/comments/q3n1e5/dont_own...