Found a fix, no root needed. Credits MIUI VN. You can try this also if you can't send files via Shareit, etc.
Minimal ADB Fastboot Tool
1. Download and install Minimal Adb Fastboot Tool on pc.
2. Go to Settings > About Phone > Tap MIUI Version several times to enable Developer Options.
3. Go Back and browse to Additional Settings > Developer Options and Enable USB Debugging, Install via USB, USB Debugging (Security settings), Enable view attribute inspection.
4. Connect Phone to PC and phone will ask for a connection permission, tap Allow.
5. Now open command prompt. Type the following codes:
settings put global tether_dun_required 0