Yes, version 5.8.2 installed. AutoNotification has an access. All is set as you indicate. Maybe there is an issue with my proximity sensor. I test it by dialing *#77692# and by default it was off. I turned it on and It worked perfectly. On second attempt to dial It was off again. Maybe It is activated on samsung S10 only at performing specific action as making phone call?
I also checked with Sensoroid - Senso info app what sensor are there at my S10. It lists about 52 sensors found including TMD4910 Proximity sensor, Proximity pocket and Palm Proximity Sensor.