This may be a recent change, a few years ago when I tried this, I was definitely unable to add Yubikeys to a Google account until I added phone-based 2FA first.

This may be a recent change, a few years ago when I tried this, I was definitely unable to add Yubikeys to a Google account until I added phone-based 2FA first. If now it's just 'not recommended' then this is an improvement.