They also sell cheaper security keys, which are purpose-built for FIDO 2 only.
When someone says they are using a passkey with a Yubico device, they are talking specifically about the FIDO 2 functionality. This does not (at least currently) support import or export - partially because they want these devices to be sold in regulatory environments where hardware-bound and non-cloneable credentials are required.
[1]: https://www.yubico.com/products/yubikey-5-overview/
The idea is you register 2 or 3 passwordless keys on important accounts. Keep one in the machine, one on your physical keychain, and one in a remote location.