Hmm. Many are faulty then and it's a bit ot a coincidence that my friend's S20 Ultra is faulty too. Perhaps these sensors only work with certain fingers so to speak? Perhaps it's down to natural oils and how prominent the fingerprint itself is? Or perhaps the screen protector? I am runnimg the included Samsung one and intend to keep it that way.
I have a scratched up AliExpress plastic screen protector on mine, the factory screen protector lasted a month before I had to replace it.
For a test, I locked and unlocked my phone about 20 times when I wrote my previous comment.
I had to double touch it once.
I use my fingerprint scanner and facial recognition all the time.
My fingerprint has replaced all passwords for everything, the passwords still work but it's so much easier to use my fingerprint.
At home I have safe places allowed do the screen doesn't lock.
When I registered my fingerprints, I did my right index and thumb and left index.
Right index is my most used and because if that I registered it three times, the other two I registered them on different angles.
Maybe it is the oils or such but I work in automotive and use a lot of handcleaner, my fingers aren't what you call perfect by any means.
My bet is of you re-registered you fingerprint multiple times at different angles and got rid of the crappy screen protector, fit another screen protector, your hit rate would improve.
I know, ...you shouldn't have to, but it is what it is.
I hope you get it sorted, it would bug the hell out of me as I use it for so many other things than just unlocking the phone.
Good luck.
PS, here's the screen protector I use..
#Aliexpress NZ$ 2.62 20%OFF | Curved Front + Back Soft Clear TPU Film Screen Protector for Samsung Galaxy A51 A71 S20 Ultra Note 8 9 10 Plus S10 Lite S10e
https://a.aliexpress.com/_dZV2smJ