Prey is not able to detect the phone when restarted before pin is entered

I am using Android 11 and when someone restarts the phone it prompts for the PIN. Since I expect the person who steals my phone will not have the PIN. I am unclear why the PREY app fails to find the phone once it is restarted, connected to WIFI and Mobile data. It is not until I put the PIN in that the device is found or actions are taken. This is therefore useless since I dont want a thief to be able to access my phone at any time.

I have given all permissions to PREY, I am using a XIAOMI 10S can someone clarify if this is a known bug. In which case I must uninstall it as this is the same issue I have with all Find my phone apps. They require you to not use a lock screen PIN.

Please assist.