I have 3 of the Door and Window Sensor P2’s connected via Thread to a ZBT-1 USB Stick, and all of them work fine. I get two entities in HA for each, one for open/closed status, the other for battery.
There are several automations configured against each, and everything works as intended, with HA reporting state changes almost instantaneously.
Are you sure you have the Matter Server add-on installed and running, along with the Matter Integration in HA?