You'll see it definitely ask for the keys, it's part of it setting up the primary user.
I had to drive for about fifteen minutes, to a place that I knew had a good mobile signal then try to make me primary user.
Vw actually told me that...
Then using the esim not a connection to my phone, I tried again and it said i needed both keys and I had to press the button on one after the other in a short period of time.
Try that...
It's an absolute faff.
If you haven't seen the two keys thing, you haven't actually got registered as primary user and until then the shop won't work or any software update ota...