That’s strange,
I am using the very same configuration (lock, FW, same HA, / OS) without bridge on MQTT and get this:
Did you try to listen to the topic state?
See Nuki MQTT API here:
[MQTT API Specification v1.4 - Nuki APIs / MQTT API - Nuki Developers]
(MQTT API Specification v1.4 - MQTT API - Nuki Developers)
and how to here:
How to listen to MQTT topic under Dev Tools? - Configuration - Home Assistant Community (home-assistant.io)
Maybe deleting the lock from HA and re-discover it helps?