This confused me before my first cruise too.
The lanyard is just the default thing they push, but there are other options. You can get wristbands, clips, even little holders that stick to your watch band.
From what I’ve seen:
Lanyard is usually free or cheap
Wristbands cost extra (not crazy, but not free either)
Some people just buy their own on Amazon instead
A lot of people end up ditching the lanyard anyway because it’s kind of annoying having it around your neck all day.
Feels like wristband or clip is the better move if you want something more comfortable.