Hi nicolas_17,
The prompt that you're seeing is related to iCloud Keychain. This most commonly is shown after device or software changes occur. Per the site Secure iCloud Keychain recovery:
"Use of secondary authentication
There are several ways to establish a strong passcode:
- If two-factor authentication is enabled for the user’s account, the device passcode is used to recover an escrowed keychain."
The reason for this process is also covered on that site:
"iCloud Keychain escrows users’ keychain data with Apple without allowing Apple to read the passwords and other data it contains. Even if the user has only a single device, keychain recovery provides a safety net against data loss. This is particularly important when Safari is used to generate random, strong passwords for web accounts, because the only record of those passwords is in the keychain."
Regards.