Worth upgrading Yubikey NEO and Yubikey 5C NFC to Yubikey Bio?

Ditto…

This is an optional feature of the CTAP protocol called alwaysUv that the Bio implements and is on by default.

I recall having read somewhere that it can be set to off. Although I would not recommend it.

And, in my opinion, it would not make a lot of sense if you had spent the extra money on a security key with a biometric sensor.