I have tested it with a Huawei mobile phone. In the same environment, the Huawei mobile phone can have wifi and mobile phone signals at the same time.I can’t understand why Xiaomi phones can’t do this at the same time.Seems to be a hardware-related issue then... I think you should return your device but before that you can test on the latest Stable ROM version by Xiaomi.eu.
And if you can enable VoWiFi feature, do it.
This is Mi11pro
I hope the wifi connection will not affect the mobile phone signal