I just found out that "Add to home screen" feature also doesn't work in some apps and works properly for some others. It's strange. Then I guess, it's related to ROM that running on my phone.
Thanks for your help.
I open a note, in "3 dots top right menu" then I choose Add to home screen but there is no shortcut is added.
Version: 8.13.3
Android 10
Redmi note 9S
MIUI Global 11.0.4 Stable