Please disregard this post. Turns out this was not a segmented control.

If you do this and have a Claude Pro subscription, billing is via a Claude API account so your Pro subscription doesn't pay for sessions started with a Claude API key. Apparently, Anthropic uses two different billing accounts for those services, which to me is rather confusing. So I went back to logging into Claude within Xcode using an account Sign In instead of an API Key.