OK, but there may have been more to that situation than is indicated.
I have been running a UEFI system since 2010 and at first was concerned about the keys. When I realized I could not create them and had no idea where they came from, I just let the system do it. I did try deleting them once and thought I was done, but the system restored the keys on its own without an OS reinstall.
The option to save the keys in the Bios is also probably a secure type. I hate to start messing with mine, but are you actually selecting a file system? It might be referring to a secure location already on your system which the Bios can access if it has problems.. If not, it may ask for a location after you make that selection.
Maximus Z790 Hero,
Intel i9-13900k
Intel BE200