When upgrading from an older Mac, I needed to get some data off my old hard drives with the older USB connectors. Trying different USB-C to USB adapters, I noticed that there would be a pop up window that immediately disappeared, and then nothing happened.
It turns out nothing was wrong with the adapters, it was just the system dialog was disappearing too quickly. To fix this for yourself, you would need to go into the System Settings -> Privacy & Security and then scroll down to the Security section where you will see “Allow accessories to connect”.
Then click on the selections and choose either “Automatically When Unlocked” or “Always”.
I recommend “Automatically When Unlocked” so that you will have need to be logged into your desktop for the device to connect.