YubiKeyにOpenPGP鍵を生成させることはできそうだけれどgpg --card-editが動く必要があるのわね
https://support.yubico.com/hc/en-us/articles/360013790259-Using-Your-YubiKey-with-OpenPGP
$ gpg --card-edit
gpg: error getting version from 'scdaemon': No SmartCard daemon
gpg: OpenPGP card not available: No SmartCard daemon
gpg/card>
追加のパッケージ必要ね…