Honestly, there are so many small bugs like this in MIUI. I wouldn't really get your hopes up too much that they would fix it anytime soon.
If you do want to send feedback though, you might try something listed here: https://c.mi.com/thread-610324-1-0.html
Yes, this used to be possible in MIUI 10, but since the update to 11 it's also broken for me. It is indeed a bug. When you long press the notification and then disable this notification in the settings screen that shows up, the following error gets logged on the device...