the thing is in the video tutorial he’s using password only(no tpm) and it still requires you to create a recovery key

Never watched the video, so I'm just answering for the general case. Even with just a password, the recovery key serves a similar function. It's a fail-safe if the primary protector is lost. It's entirely possible that the password being setup will be given to a user and IT will still need a way in, if that password gets lost/changed.

on Linux with luks, it never asked for me to save a recovery key.

Ok, and? Yup, LUKS uses different defaults. Don't get too caught up on "Linux does it this way". Both ways have valid reasons and the Microsoft developers and LUKS developers picked different defaults. If you want, you can create a recovery.key file on LUKS. If you are using TPM as your primary protector, I'd actually recommend you follow Microsoft's lead on this. If that TPM chip (or the motherboard it's attached to) dies, you're kinda fucked. If you are using a password, this is less of an issue. assuming you have that password stored safely somewhere not on that system.