A big part of wanting it as a first-party or at least officially created product is to have the fit and finish match the other expansion modules and the rest of the chassis. It’s part of why I personally dislike the ethernet card, the clear plastic is cool and all but it stands out, and not in a feature piece way.
There’s a request for expansion card blanks which could make this possible to DIY, but for something as common (and increasingly more common) as hardware keys I think it makes sense to have as a released product.
As mentioned, it can be built from existing production components making the R&D cost negligible and the manufacturing cost easily absorbable. Possibly just use the type-A/audio card housings so the single new part is a metal plate of the required size - or if the housing is conductive enough just electrically couple the Yubikey to it needing 0 new parts, just a wire.