In addition to FIDO2, you can add java applet for OpenPGP (also open source), TOTP (https://github.com/JavaCardOS/Oath-Applet) and PIV/smartcard (open source as well). I tell you more - there are tons of JavaCardOS compatible applets available on github etc.
There are systems supporting WebAuthn as the primary method, such as Gmail or M365. The systems requiring OTP or SMS as a backup are just examples of bad security design. Still, even if you have OTP as a backup, and FIDO2 as primary - it reduced phishing attack surface to a certain extent
Factory-programmed ones are for systems supporting secret key import, i.e. Microsoft Entra ID . It is not for replacing your Authenticator apps (although based on the same algorithm, TOTP).
In case anyone is looking for a desktop app to replace Authy, the authy-migration tool from token2 supports exporting TOTP seeds in WinAuth compatible format (use .wa.txt for export file name). Then in WinAuth (https://winauth.github.io/winauth/index.html) , just import that file.