I had a Xiaomi and a Mi-Band, and far as I know, the screen unlock only works on Xiaomi devices.
You may try to use different custom MI-Band apps and firmware versions (not the official ones). Just head over to the MIUI forum and find something.
Will mark the question as answered and solved.
@Ultrametric @link2patel.rp is absolutly right. I have miband also (both 1 and 1S) and it does also works with many devices running Android >5.0 (Samsung Note 3, Wiko ridge 4G i owned both also)… and no need of a custom rom… the only requierement is the “smart lock option” in settings AND to enable mi fit in “trusted agents”…
I now do use fingerprint (PRO 5) instead