Brand new AirPods Pro with Find My say that previous owner can still track location

Hey, I bought brand new AirPods Pro to use with my Macbook but I do not yet own an iPhone. I connected the AirPods to my Macbook & when I try to enable Find My from the settings, it gives the "The location of these AirPods can be seen by the owner" message even though I bought them brand new.

Is there something wrong with my AirPods or do they need to be connected with an iPhone first for Find My to work?