Sure, that's alarming, but if you set up a passkey on the "wrong" password manager, you've (temporarily) lost your passkey. You should probably be kinda alarmed about that.

You can click "try another way" and use your password, and then you'll have access to your bank. But then, you should try to resolve that problem. If you (or a trusted friend/family member) can figure out how to use settings to remove the passkey from your bank's account settings, you can do that, or you can ask a bank teller to help you, instead.

(And, luckily, you won't need a bank teller, because you'll still have access to your account.)