I am not getting prompted to use my Security Key for 2-Step

Duo made changes in January 2022 that changed the way Security Keys such as YubiKeys work for 2-Step. 

From Duo's announcement about ending U2F support:

In late January 2022, Duo ended support for the U2F authentication standard in our browser-based authentication prompt. Now, WebAuthn is the only supported authentication standard for security keys.

This caused a change to the security key authentication experience in the traditional Duo Prompt in Chrome and Edge browsers. Previously, users who chose to authenticate with a security key were automatically prompted to use the key as soon as the prompt loaded, whereas now there is an additional step of clicking Use Security Key in the prompt before touching the key to authenticate.