Apple no longer actively sells the Lightning version on their website. Stores likely have stock left, but the current latest and greatest are the ones with a USB-C port.
There's minor differences between the "AirPods Pro 2nd generation with USB-C" and "AirPods Pro 2nd generation with Lightning", but there are differences nonetheless if that matters to you.
My suggestion, as others said above, is to return them to Costco and get the USB-C version if you want the absolute latest version. But if it makes charging more complicated for you (like if your phone has Lightning and the AirPods have USB-C), then the choice is yours.