You need to turn off “Security and privacy > More security and privacy > Device admin apps > Allow Find My Device to lock or erase a lost device” to have fingerprint unlock working.
You can still have “Find My Device” and “Remote Lock” turned on in “Security and privacy > Device finders > Find My Device”, though.
“Remote lock” has been enabled with this update, according to the release notes. But this seems to have resulted in this fingerprint bug that not everyone is experiencing as not everyone had “Remote lock” turned on as an admin app.