"You have the choice of making a backup when the system is set up" is NOT a solution. Do you know how many steps, things to care about, and dialogs are there to click through, when one is setting up a system? yes, we all do know. Crucial stuff is mixed with irrelevant cruft and the whole experience naturally drives the person to activate a mindless clicking mode.
All these security things should be accompanies with proper UX. See WhatsApp as an example: you set an account unlocking code? Ok you'll have to re-enter it every other month, to ensure you still have access to it.
In case of Windows, I wouldn't require entering a recovery key. But I would think a nagging screen every few months would be a good choice unless either a OneDrive backup can be verified to exist, or the user goes out of their way to enter some kind of Advanced Settings to disabe the nagging.
Damned if you do...
But it would be helpful for Microsoft to provide a notice on first login about how to get to your backed up key in your MSFT account as well as how to make a print out of the recovery key.
If something changes with the hardware/software configuration, and TPM unlock doesn't work, your data is lost, unless you have access to the recovery key.
This is completely different compared to other platforms, where you use a separate password (Linux LUKS), account password (macOS), or PIN (iOS, Android) to unlock the drive.
1. Win+R
2. control /name Microsoft.BitLockerDriveEncryption
3. "Back up your recovery key"