(For OpenSSH 7.8 up, which includes your 8.9) from
man ssh-keygen or on the web
This option will read a private or public OpenSSH key file and print to stdout a public key in one of the formats specified by the -m option. ...
Note the words 'public key'. To authenticate yourself, which is what you want FileZilla to do, you need the private key not (just) the public key.
Specify a key format for key generation, the -i (import), -e (export) conversion options, and the -p change passphrase operation. The latter may be used to convert between OpenSSH private key and PEM private key formats. ...
As it says, use
ssh-keygen -p -f .../my_key -m pem to 'change' the password -- it needn't really change, you can enter the new password the same as the old one, but regardless
ssh-keygen re-writes the private key file in the desired format. (Since this overwrites the previous file, if you want to also keep the OpenSSH-new-format version, make a backup before doing this operation, or do it on a copy.)
For completeness, if you have (or get) (new enough) Putty, its utility puttygen can convert OpenSSH-new-format to either OpenSSL-PEM or Putty-PPK formats, both of which FileZilla can read.