If you check the two definitions for Primary key and Foreign key you’ll see that, even though they are both called keys, they serve two different purposes; namely identifying rows and enforcing links.
And those two purposes are not mutually exclusive!
A column/column combo that identifies a row can also be used to enforce a link back to another table (or itself, as shown above with Foreign keys).
The assumption, that if you were one then you couldn’t be the other, was incorrect. If your business rules call for it, don’t let a column being one type of key stop it from being the other.
Not included but still important are unique constraints.