Jdy-19, can't connect because it doesn't ask for password

Hi folks, I have been trying to use jdy-19 it doesn't want to connect to my phone! I see the name and click it says it's connecting and the led on jdy-19 stop flashing, but nothing happens at all. I think it should ask for password but it doesn't!
My phone is Xiaomi A3 which supports Bluetooth 5.0
I will appreciate your help so much

Here's the link to datasheet as well

Why do you think it should ask for a password? This is a BLE and not a classic Bluetooth module. Despite the name they haven't that much in common.
What app do you use on the phone?

Where is the Arduino in this scenario?

This is probably just a matter of procedure. Make sure you have a terminal app that is BLE compatible and is in BLE mode. The app by Kai Morich is commonly used. "no password" is the default mode.