Comment by philsnow

It could be formatted better: it's telling you you have three different options, one of which is,

    Install Keybase on a different machine that has your PGP key

I was in the same boat as you, I didn't want to import my private key onto this mac laptop because I don't know how the "Keychain.app" works and don't trust apple to not do something super helpful like store my GPG private key forever and always. I did the login flow on the machine I do trust, and was then able to use that machine to authorize the mac laptop, without moving any GPG keys anywhere.