Deploy kiosk on android for work
What are the active MDM API's reported in the Device Configuration tab of your device agent?
So, your device is actually in Work-Profile mode rather than Device-Owner/Managed-Device mode.
Device in Work-Profile mode is meant for BYOD use case, and does not support Kiosk mode. If you really want to try out Kiosk mode, you have to factory reset your device and re-enroll the device into Android-Enterprise Device Owner mode (using either afw#mobicontrol hashtag, or QR-code or NFC-bump).
Also, you should have deployed an authentication profile payload with Administrator Password policy set before many of the other MDM policies can function properly.