Unlike other blockchains where your public address is directly derived from your private keys, in Hedera, there is no cryptographic derivation between your private keys (held in your Ledger device) and your public Hedera account address.
Instead, your account address is assigned to you directly by the Hedera network once an existing Hedera account validates your account.
If the account on your Ledger device matches Ledger Live, you can safely proceed despite this disclaimer from Ledger.
More information: https://support.ledger.com/article/7382786744605-zd