It didn’t require confirmation for me either except the next time I tried to login it asks for the code, then ran into the error in my original post. Not quite sure how it’s supposed to work

https://lemmy.ml/comment/1432483 found this comment on another thread, maybe you can try copy pasting the link to Authy?

On Mac & iPhone, I found a setting for default security code that I was able to set to Authy, and only after that it opens the link in Authy. Previously it was just opening password manager and asking me which login I want to associate the security code too.

+1 on making it easier to set up (QR code or string input) that's more aligned to usual 2FA setup.