icloud verification asking for code on old device

I just got my first iMac. I've owned iPhone (long time ago) and iPad (currently still using). 2FA is on for my account. When setting up iCloud on my iMac, it's asking for the passcode for my OLD iPhone which I haven't used in ages and have wiped clean and no longer even own.

I don't see an option to change to another device (such as iPad).

I went to appleid.apple.com and removed the old iPhone from my account. However iCloud on my iMac STILL KEEPS ASKING for the iPhone code.

Is there another way to force it to change to using my iPad code?

Thanks in advance!