TF tells me to use Keras optimizer, tells me the opposite when I change it?
The error is telling you to use the actual keras optimizer, not the tensorflow.keras class. Import Adam directly from keras library and it runs ok:

from keras.models import Sequential 
from keras.layers import Dense, Dropout 
from keras.optimizers import Adam 

model = Sequential() 
model.add(Dense(32, input_dim=9, activation='relu')) 
model.add(Dense(128, activation='relu')) 
model.add(Dropout(0.2)) 
model.add(Dense(1, activation='relu'))  

learning_rate = 0.001 
optimizer = Adam(lr=learning_rate, decay=1e-6)

model.compile(loss='mean_squared_error', optimizer=optimizer, metrics=['mse'])