I guess you might have missed the following part in PR analysis results are now displayed in the Checks tab of Pull Requests in GitHub:
As you will see, we decided for now to not display issues that are discovered in the code of the Pull Request (as well as issues that are not in the code).
The reason is that with Checks, we first wanted to use Annotations to display issues. We realised that we would not be able to display in the best way we want the issue information such as the type of the issue (bug, code smell, vulnerability), the severity of the issue and the link to the issue in SonarCloud. You can still retrieve all those information on SonarCloud, via the link.