Apple ID can't be use on this (older) device

I faced into this issue on my older MacBook Airs. iCloud logged me off and I was not able to login to the Apple ID. The error message I received was that I can’t use Apple ID in this device as the device can’t be upgraded to newer OS. I tried to find out what’s happening. Internet suggested that I turned off Advanced Data Protection in iCloud. I didn’t turn this on at all.

After much researching, I found out that the culprit was the Yubikey. Once I added Yubikey to the Apple ID, my older Macs failed to login.

This Support doc says it too:

What doesn’t work with Security Keys for Apple ID?
-You can’t sign in to iCloud for Windows.
-You can’t sign in to older devices that can’t be updated to a software version that supports security keys.

So, now I have 2 Yubikeys which I can’t use with Apple ID. What a shame. I don’t understand why it cannot work with older devices though. I have USB-A Yubikey so it must be some OS thing.

Anyway, sharing it here for some poor souls trying to figure out why his/her old Macs cannot login to Apple ID anymore.