I have the same issue you're encountering. I tried the same things you've done and it doesn't work. It do works on the RPI3, but it looks like the XU4 have a different way to boot the system.
@oyyodams yes indeed but the one I got came with the new switch support packaging and last firmware from factory, so it seems very recent, maybe there's a new BT chip or something new hardware wise that triggers that PIN code request, well anyway it's "fixed" but new owners may come across this issue too.