Using a pin for yubikey as 2FA method

I am pretty new to using security keys. Going through my accounts and on sites that support using a security key, I want to use my Yubikey 5c NFC as a 2FA method. I want to make sure I am not doing something wrong. Currently only have yubikey setup on two accounts, one of them made me create a pin before actually using the yubikey. So for each site that I setup a yubikey on, will I have to create a different pin? I am using yubikey on my password manager account as 2FA method and didn't have to create a pin. But on another site, it made me create a pin. Is this something that depends on how the site implements using a security key?

If using a pin is normal, I realize this has to do with security, in case of the yubikey falling into wrong hands. But if I am going to have to create and use a pin for each site I use yubikey on, that is going to put me off from using it. Even if I just have to make one pin and that works on every site I use yubikey on, that still kinds of puts me off especially when the pin should be complex and not simple. I use a password manager and one point of using a pw manager is to avoid having to type in passwords all the time. That is not the sole reason for me using a pw manager. But having to enter a pin to use a yubikey seems backwards to me even if it is more secure.