The problem is (likely) that fingerprint cannot be used in BFU state, it requires PIN/Password. "Use device screen lock" uses that PIN/Password, not the AFU biometrics.
This could in theory change, but I don't think this is something GrapheneOS would want to implement, because the initial unlock and decryption of a profile (private space here) should require PIN/Password before a fingerprint could be used. but maybe it could be made so the biometrics data can be shared between main and private spaces, then you could set "use device screen lock" as the unlock method, while the apps would have access to the biometrics.
I don't think there is much you can do as a user right now though.