Hello,
I’ve got the feeling you did not run your coverage.py command so that it generates details at file level so they can be loaded into SonarQube.
Here is an example of file content expected: https://github.com/SonarSource/sonar-python/blob/master/sonar-python-plugin/src/test/resources/org/sonar/plugins/python/coverage-reports/coverage.xml
Did you look at [Coverage & Test Data] Generate Reports for Apex, C/C++, Objective-C, Go, JS/TS and Python in the Python section and run the recommended commands?
Thanks
Alex