This was also a problem with the Galaxy S10 & S10+. Whitestone Dome was a well known, but expensive one that worked with the new ultrasonic fingerprint sensor. The more affordable ones were hit or miss. I'm not sure what brand you bought, but if it does not specifically say it works with the ultrasonic fingerprint sensor, then it probably doesn't. If you don't have any luck, you might try another glass screen protector with good Amazon reviews that works.
What type of glass screen protector are you using? you would have to use a certain type of screen protector or else the fingerprint scanner won't work. I would suggest a Whitestone dome screen protector. be sure to reapply your finger prints after installation. Your scanner will be a bit slower since it has a protector on it but overall should work really well still