It appears that there is an unspecified requirement to log out of the current session, then log back in, after which the confusing message is replaced by “
Add backup codes”.
This seems odd since I want to save codes, not add them. Clicking it, results in a modal
Two-Factor Backup Codes
You haven’t created any backup codes yet.
Create backup codes
Clicking Create backup codes generates the codes and offers opportunity to download or copy them - something I expected to be able to do immediately after enabling my second factor authentication, not after this confused and confusing obstacle course.
I strongly recommend offering the generated recovery/backup codes upon activation of the second factor authentication with suitable advice on securely saving them and their use - consistent with the vast majority of similar interfaces.
An option to generate replacement codes should also be offered.