Since Microsoft's implementation of FIDO2 is passwordless, you NEED to use a PIN, which is the "something you know" part, the key being "something you have".
And if the PIN is complex enough, bruteforcing or guessing won't work as I believe the default behavior is to wipe the secure element storage after 8 incorrect attempts (with 3 attempts per key being initialized at a time).
Those bruteforce protections aren't really worth a lot in practice. If you have physical access to the device, you will eventually be able to find a way to glitch it - as things like Cellebrite have already proven for the iPhone.
