Nope. It’s an add-on, but you can lose them. I am a bit flabbergasted that corporates are now handing them out like candy, but only one to a user. And if they lose them, they can’t even log in to request another.
Of course, since one of the keys protects access to resources that can only be accessed from a special laptop, it lives there, and is hard to lose, although that may also reduce security since it means the laptop and key are always together.