Yubikey OpenPGP key generation

I wanted to generate a set of GPG keys directly on the Yubikey 5, so I did gpg --card-edit and then admin and generate, chose ECC and chose all 4 keys (cert,auth,sign,att) and went through the process. I thought that was going to generate the keys on the Yubikey (as per Yubico’s guide) for additional security, however after unplugging it and doing gpg --list-secret-keys It lists the newly created key. That means it’s present on the PC locally? Why is that, wasn’t it supposed to keep the private key on the Yubikey alone?