I don't disagree with anything that's been said, but to clarify, I don't think most of the folks on this thread are consumer users.
An enterprise-focused workaround - like a registry key we can push via AD Group Policy - would be a perfect solution.
I'm optimistic that, like most other Windows features, this feature code runs only after a prerequisite check, including an enable/disable registry key for debugging, and we just haven't found it yet!
This is super annoying! Does not make any sense the amount of clicks that I have to do now to choose the security key. Why not the option to select a default?
Likely because security keys are really quite rare for Microsoft personal account users who are typically consumer users.