I do understand what they're saying, though. My bank also uses 2FA. You can type a challenge into a dongle, but you can also hook up the dongle. However, it needs a USB driver to work. Every OS update, it's uncertain whether it still works. I don't use it anymore because of that reason.
This stuff built into the browser makes it easier.
So when did a browser stop being "client software" ?
Never let the truth get in the way of a good advertising claim eh?