Ok, so it is not that you already have that set up and have scanned the QR code using your mobile device, but you've been using security key instead, and now this pop up creates an extra step for you, because you have to click the security key option manually, is that right?
In that case, then no, the website will not be listed in the passkey section. And also there's no way to default the security key over the passkey. I am afraid this is something that will have to go to Feedback hub (Windows +F).