This is not true - browsers including Safari support passkeys managed by third-party password managers.
I'm using 1Password with browser extensions for Safari and Chrome on macOS and iOS and it works seamlessly with my passkeys, which are not stored in iCloud Keychain.
> you're always locked in to one passkey vendor or another.
This will change: https://1password.com/blog/fido-alliance-import-export-passk...