Yes.i know. I use MSI.
During the installation process, I specified URL(https://) and Realm.
Then in AFDS I selected the installed connector as MFA. Reboot ADFS.
Try login > MFA input does not appear. Successful login immediately
You have not correctly activated the privacyIDEA ADFS Plugin.
Check your Microsoft ADFS Log file! Or Event log. We all can only guess, what you have configured wrong.