At the moment of writing this the Cardano ecosystem is still very new. As a result, a lot of tooling is still not in place, making things seemingly confusing for some people.
While SundaeSwap supports a number of wallets already, it does not support hardware wallets. Wallet integration happens through CIP-30 compatibility, something hardware wallets do not have just yet (as of March 14th, 2022).
As a result, if you have any tokens you'd wish to swap on SundaeSwap, you'll need to transfer them out of your hardware wallet before you do so.
NOTE: You can still transfer tokens to your hardware wallet! This means you can provide liquidity and send your LP tokens to your hardware wallet. LP tokens are just tokens that represent your share of the pool, so you can transfer them wherever you'd like. To withdraw your liquidity, however, you will still need to transfer them back out of your hardware wallet.