I’ve checked with using serial data type. It gives generatedkey using PostgreSQL DB also.
I tested with according to the below example. Could you please check this? If possible
CREATE TABLE test ( id serial, f_name varchar(20) )
<cfquery name ="insertData" datasource="testDs" result="res">
INSERT INTO test ( name ) VALUES ( 'lucee' )
</cfquery>
<cfdump var="#res.generatedkey#" />