fastboot devices recognizes the device and I can also boot the phone to fastboot: it shows a black (not blank) screen with the word FASTBOOT printed orange.
With some phones you need to go through extra steps to be able to do OEM unlocking. Looks like it is the case here, see the steps in the FAQ linked here : https://en.miui.com/unlock/download_en.html
I've never used miui devices but I think you need to make an account and use this https://en.miui.com/unlock/download_en.html so you will probably need to have wine installed to run it, unless it has a native linux version in the zip file. Then you should have an unlocked bootloader