Just tried that.
Logged into Passkeys.io on my phone, and created a passkey.
Then tried to log in to it on my Windows desktop, using the "With my phone" option. First time around it failed to connect to my phone. Future times it connected, but told me that the phone had no appropriate passkeys on it. At which point I gave up.
Edit: I then tried on GitHub, and it worked perfectly! Okay, that's pretty awesome.