Compliant FIDO2 keys guarantee unlinkability even against colluding relying parties. See https://fidoalliance.org/specs/fido-v2.0-rd-20180702/fido-se..., specifically "security goal 4", and the unique authentication keys requirement.
Attackers (even if they control several major outfits like say Microsoft) are not going to succeed in a correlation attack. Roughly what they're doing is like trying to guess the AES keys.
This is in stark contrast to passwords of course, where correlation is so high that haveibeenpwned is worth existing...
Please, explain to me how an arbitrary number of RPs can collude to link a FIDO2 identity.