From what I know from Linux on-premise installations, the MxAdmin account is not created automatically on-premise, but you have to create it manually indeed.
Along with what is mentioned above you may need to set the password within the service console for the specific environment as well. This allows to have different passwords per environment. That password is set within the service console
Advanced - Create or Update Administrator
Could you please check user name in your project following:
If yes could you try to change user name?
I can try that.
But curious to know the default behaviour of Mendix.
Is MxAdmin not available by default?