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That style of lock usually comes in 2 variants a key retaining and a non-key retaining. Picked one at random but usually all similar. The key retaining ones are more common I think.
https://hollandbikeshop.com/en-gb/bicycle-locks/axa-bicycle-lock/axa-frame-lock/axa-block-xxl-frame-lock-black-539524/
https://hollandbikeshop.com/en-gb/bicycle-locks/axa-bicycle-lock/axa-frame-lock/axa-block-xxl-frame-lock-removable-key-black-682502/
Another annoying question from me:
Should you be able to remove the key from the wheel lock when it's unlocked?
On mine, the key comes out fine when it's locked but won't release when it's unlocked - so whenever I'm using the bike the keys are always attached to it. Helpful for remembering where they are, but it means they could be left in there if I forget to lock it, and they brush your leg while cycling.
It also means at least two bunches of keys, because I don't want my house and bike lock keys flapping around on the side of my bike.