Speaking as an author of a webauthn library who helps users set up their security keys as part of their training, it's about as easy as it can be. We give each of our customers 2 yubikeys for each user when they sign up, tell them to keep one on their keychain and the other in a safe location only accessible to them. If you lose/destroy your main key revoke its access use your backup and buy/setup a new one. No one has had difficulty understanding the process for our site since we show them all the steps up front and describe what to do in common scenarios. If your customers have a problem setting it up, it's a reflection of poor user experience not protocol design.