As you likely know, there are serious issues w/ official USNF 2.4.0 (w/ new fixes for PI deviceIntegrity)... I'd be using
@Displax's first modded USNF fork w/ his own working PI fixes from here:
https://forum.xda-developers.com/t/magisk-module-universal-safetynet-fix-2-4-0.4217823/post-87198517
for this reason... (Read his notes in spoiler)...
At first glance your issue seemed to relate to Xiaomi EU custom ROM integrating SNF per
@kdrag0n's recommendation...
Personally I prefer clean ROMs that don't integrate prop spoofing based 'fixes' etc because they often conflict with Magisk modules trying to do the same thing... They may be fine without Magisk (eg you seem to be passing PI deviceIntegrity w/o Magisk w/ your ROMs implementation which likely forks the
@Displax commits anyway) but cause unexpected surprises for Magisk users...Also, SNF applied to ROMs per
@kdrag0n's notes for his Proton ROMs may play well with Magisk USNF module until the latter is updated; seems users may need to wait for their ROM Devs to update inbuilt SNF to match USNF when that occurs...
But now I see your SELinux is set to permissive!?!? Why?

... Is that an official XiaomiEU custom ROM or unofficial build?... Have you disabled Linux security using a recovery flashable mod or other?... Done any other mods?...
... I'd uninstall XPrivacyLUA also, but note banks often detect this even after uninstalling as it doesn't clean up properly... Remove
data/system/xlua
folder to prevent this detection...

PW