That error means you're scanning the wrong security check.
We have two setup flows, Envoy and Manual. The manual one does the check at validate.foundationdevices.com
The error messaging is far clearer on the latest firmware, but obviously you haven't made it that far as you're just doing the setup.
Make sure you update to 2.0.7 as there's SO many quality of life updates that improve the UX ten fold.
Feel free to DM or ping me with any questions you have. Thank you for buying Passport 🧡