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“app” here is Windows app? Which version? What Windows are you running?
When I was running experiments, I found my registration for Windows 11 “Passkey 2FA” completely got unrecognized, both on the web app and the Windows app. I had to remove the key and re-register it; at that point, it worked for both. I would suggest you do the same: remove the “Win11” passkey 2FA, re-register it, and try again. There is some kind of bug, but I can’t seem to duplicate the bug you observed.
When I have both Windows passkey 2FA and a security key 2FA, then when the authentication screen comes up, I need to click two more times: Use another device > Security key. I believe this is the normal behavior; you need to go through some hoops if you have both Windows Hello and a security key as 2FA, when using the security key to authenticate.