You are doing nothing wrong, but the documentation is missing example to map auto login to real users.
The following examples should work:
Enable autologin as Manager
Create user my-test-user Member fullname=Jane Doe
Set autologin username my-test-user
Or
Enable autologin as Manager
Create user my-test-user Member Editor fullname=Jane Doe
Set autologin username my-test-user
At first, Manager is required for creating a real user. Then the real use is created with some roles. Finally, autologin is reconfigured to map to real user (instead of just roles).