Hi, i got the Mi 9 Pro 5g and facing the same problems as you. Do you have the official TWRP installed?
If not, try to flash the official TWRP. It might ask for a password to decrypt your data partition.
For my phone, theres currently no official TWRP with decrypt support available, so i have to flash the new roms with a USB Stick and a USB-C -> USB dongle.
If it's not going to work for you, you will have to flash the future Roms the same way as i have to.
The reason is simple:
The downloader places the file on the internal Storage (data-partition). But yeah, this partition is encrypted, so your recovery cannot install the rom for its own.