That's not really true anymore. Yubikeys haven't supported firmware modification for years due to security reasons, and FIDO2 keys often have storage in order to support Resident Keys.
I was not aware that Yubikeys no longer can be firmware updated. My impression was that they just don't permit user firmware modification by policy but that is clearly wrong.
FIDO Security Keys are cheaper than FIDO2 Security Keys which is what I'd expect from what I wrote, they don't need any storage.
FIDO Security Keys are cheaper than FIDO2 Security Keys which is what I'd expect from what I wrote, they don't need any storage.