Per the following GitHub issue:

https://github.com/thonny/thonny/issues/2913

and through some deduction, I think you need to change the link value in here

https://github.com/thonny/thonny/blob/master/data/rpi-pico-firmware.json

which seems to be the file that Thonny uses to download the appropriate firmware.

So basically: download the source from the GitHub repo, change the link to the appropriate one on the website for downloading MicroPython (https://micropython.org/download/RPI_PICO2/), and then setup Thonny from source and it should be fixed.

I am having the same issue and will get down to fixing it right now, hopefully the above will provide you with some useful information.