Like the other comments, the risk of losing data/access/etc is not enough.

The article even actively suggesting you DO NOT make backups of things.

    Now you’re ready to generate a new set of OpenPGP keys on the YubiKey, using the generate command:

        gpg/card> generate
        Make off-card backup of encryption key? (Y/n)

    Enter n to ensure that the private keys never leave the YubiKey, and enter the admin PIN when prompted:

I suppose this is why it's an Opinionated guide as my opinions on how the actual target of a "remote adversary" should go about balancing security with risk.