Please note that your security verification method must be different from the email account you’re signing into.
This is because, incase if your account is locked or you’re trying to reset your password, the verification code is sent to the alternate email address. If you use the same email as your security info, you won’t be able to receive the code. That’s why Microsoft recommends having a different recovery method.
If you don’t want to add another email, you can use a phone number or an authenticator app instead. This is only used for verification purposes.