Perhaps surprisingly, Windows has helped keep Passkeys from being "proprietary" lock-in because Microsoft no longer has users in a single ecosystem.
There is no dedicated auto-enrollment for "backup" keys, but most consumer sites make it very easy to enroll "backup" keys yourself.
Also, Passkeys don't have to be "online" to enroll additional keys. Each key is independent, enrolling is just generating new keys. The trouble is that web browsers generate lots of Passkeys (at least one per domain, at the very least) so if you in theory want to print them all and store them in a physical vault it might be a hefty book you are printing.
Cloud sync isn't required. Most users want it so that they don't have a single-point-of-failure.
As an implementation detail some Passkeys have a master key that is then used in some key derivation function (KDF) to generate the hundreds or thousands of individual passkeys (at least one per domain), and that's what most Yubikey passkey implementations need to do because Yubikeys weren't designed to store lots of keys, so it is devices like Yubikey that makes it seem like Passkeys are less independent than they really are.