Even though a synced passkey is more useful than a device-bound passkey, which is stored only on the device on which it was created, since most people are not using password managers, a device-bound passkey is the default and that's why it was presented to you in that way.
A passkey is orders of magnitude more secure than any other way to authenticate yourself to a website. Nevertheless, instructions for removing a passkey from your mobile device depend on the mobile device and the model. Instructions for a Samsung mobile device will be different from instructions for an Apple mobile device, for example.
Since Microsoft got out of the mobile device market long ago, I recommend asking the manufacturer of your mobile device for accurate instructions for your particular model.
FWIW, I accept passkeys wherever they are offered, and I sync my passkeys through my password manager so they are available on all my devices. Passkeys are particularly important for portals, like my Google account and my Microsoft account.