Sounds like it wants you to start account recovery to update to your new number. While their online support article says for forgotten password, account recovery steps are also for a new phone number if you can’t sign in to update the number. https://support.apple.com/en-us/HT204921
Keep in mind, Account recovery is a two phase process once started. Phase 1 is the evaluation period, usually 24-48 hours but can be longer or shorter. Once phase 1 is done it enters phase 2 where iforgot.apple.com will give you the final amount of days (can be weeks) you’ll wait. On that final day you’ll get a text, follow that text immediately.