I had the same doubts, I think the most important steps that are missing in the Instructions are, that after unlocking you're phone is resetted and you have to set it up again in order to add your Mi Account and also activate USB Debugging.
Hey Guys, I am on Miui 12.5 since 4 weeks(latest weekly installed) and was waiting if anyone reported this issue as well, but no one did so I wanted to ask whether anyone else has the problem, that after some time in Wifi the phone is unable to connect to 4g networks again and a restart fixes...