I create {ProjectName}UIManagerSubsystem (just copied LyraUIManagerSubsystem) , add it in DefaultEngine.ini → [/Script/Engine.Engine] GameUIManagerSubsystemClassName=/Script/.{ProjectName}UIManagerSubsystem, then it works well
in DefaultGame.ini, I add [/Script/.{ProjectName}UIManagerSubsystem]
DefaultUIPolicyClass=/Game/Blueprints/UI/{ProjectName}BP_UIPolicy.{ProjectName}BP_UIPolicy_C