The only reason not to store them in bitwarden would be eggs and baskets.
However yubikeys introduce their own problems re: backups since you can’t export the codes.
Is storing them in bitwarden and locking that with the yubikey actually any worse than keeping the totp codes on the yubikey?
In either scenario an attacker needs your key. In the former they need your bitwarden password, and in the latter they need your yubikey pin.
So maybe there is no practical difference. Someone correct me here if I’m wrong.