What edition of SonarQube are you using (e.g., Community, Developer…). Is your code in Bitbucket Server or Bitbucket.com?
The marketplace app you’re referring to is a 3rd party app so I can’t speak to their functionality.
Here’s what I do know Bitbucket Server PR decoration with SonarQube (as a native feature) began with SonarQube v7.7 Commercial Editions (Developer/Enterprise/Data Center) . With the latest version of SonarQube, version 8.7, PR decoration in Bitbucket Cloud is also supported (Commercial Editions).