First things first - in case you haven’t done so already, stick the Dongle on a USB extension cable to avoid USB interference. Make sure your zigbee channel is not conflicting with any Wifi channels. Read here for more info
Secondly, make sure you’re actually putting the sensor in paring mode:
Long press reset button for 5s until the LED indicator flashes three times, which means the device has entered pairing mode
Third, battery devices love to go to sleep to conserve battery, even during the pairing process. Whenever this has happened to me, I find that short pressing the reset button at 1-2s intervals during the pairing process helps keep the device awake.
Finally, don’t assume that the battery has enough voltage just because the device is “new”. It could have been sitting in a warehouse for a few years and the battery simply doesn’t have enough juice to complete the pairing process.
If the previous 3 steps fail to get it paired, replacing the battery with a fresh one is a pretty simple troubleshooting step.