Passkey comprises of public key that the website you created it on holds, and the private key you store on your pw manager or in the TPM/secure element. As long as you can copy the private key to the new device, you don't need to recreate the whole passkey. In your case, you would just need access to a backup of the Keepass database in case you lose the device.

The biggest point of confusion in my opinion comes from Windows especially having lacked a way (and kind of still does) to save the private key of a passkey to your password manager, defaulting to saving it to Windows Hello, which saves the private key to your PC's TPM. In this scenario you can no longer easily copy the private key to other devices, and if you lose that Windows PC, you also lose the private key and the whole passkey as a result.