After connecting you must use this block, only once, like this:
This tells that you want to recieve messages. In my example app, the micro:bit would only reply to incoming messages, and I found out later, that you have to sent RegisterForBytes only once, otherwise you will get the message many times. But in your case you never send it at all, and therefore there is no message when you press A.
For reference I attach here the example files from my tutorial.
microbitRW_2.aia (304.6 KB)
microbit-MB_RW_2.hex (1.5 MB)
And maybe you have to ask permission if you are using Android > 10.
I can't agree more, ChrisWard! 
I tried the .aia and .hex files you attached and I enabled all permissions:
However, I still keep running into the following problem:
What you still can try is to load the .hex file in makecode and set no pairing required in the settings and then try again.