Thanks - yeah it seems like this is supported in FIDO 2.1 (but not 2.0). I suspect this is only implemented in Yubikey 5.7 and above.
Once the technology is there to support it, hopefully the user experience part can be improved with time.
Ref in the standard - https://fidoalliance.org/specs/fido-v2.1-ps-20210615/fido-cl...