Currently they are stored exclusively inside the MCU's internal non-volatile memory. The MCUs are sealed and firmwares need to be signed, means there is no way to extract these w/o the signing keys. In the future there will be the option to save them onto the SE050 secure element for a even higher security, but this will come with the drawback that fido2 will not work through NFC (as there is not enough power to bring up the secure element during NFC operation). A firmware update will not delete the RKs.