Having one more thing to remember to do when I create a new account seems like the kind of tedious make-work computers should be automating.

I agree. The better answer from my view is to handle passkeys like passwords and manage them the same way.

How do you keep those devices synced? I have over 500 accounts in my password manager. Do I need to manually set up 500 * 3 devices?

You use your password manager to sync them.

I sync them manually, like a medieval peasant