Why my iPhone does not enter DFU?

The steps in the video are correct. The steps are the same for any iPhone Xs.

You need to follow the steps in the video accurately. I.e. ensure you're pressing and holding the right buttons at the right times, ensuring to keep holding the volume down button when you release the side button - and releasing the side button only after counting as indicated.

The steps are:

1. Open iTunes

2. Connect the iPhone with your Mac using a USB cable

3. Press the "Volume Up" button and release it

4. Press the "Volume Down" button and release it

5. Press and hold the "Power" button until the screne turns black

6. While still holding the "Power" button, also press and hold the "Volume Down" button

7. Count 5 seconds

8. Release the "Power" button, but keep holding the "Volume Down" button

9. Count 10 seconds

Now iTunes should let you know that the iPhone is in DFU mode.

If you did all those things correctly and it still goes from the black screen to ordinary startup, you must have a hardware error (i.e. button problem or similar). In that case, take the phone back to the seller.