Well, what a great, well thought through, solution that was Apple.
Turns out my problem was the devices not having the same Apple ID, which I'm sure must be a pretty common use case in most families. The MacBook is my device so has my Apple ID setup (Actually it's my Apple ID configured for purchase and unfortunately I have a separate iCloud account as that's something Apple forced on original
@me.com users and never came up with a solution to combine them into one!) but the iPad is my daughters main device so that has her iCloud account setup (with my Apple ID for purchases)
It's set up with Family sharing and some Screen Time controls, and I can see the device in Find My... so why can't I use it as a Sidecar display?
I guess only the great minds at Apple can explain that. In their wonderful world where everyone has a Apple laptop, tablet, phone, watch, t-shirt, socks, etc.
I think my household is pretty much locked in a Apple Ecosystem, with my FreeNAS server being the main exception, but even we share devices from time to time. I won't hold my breathe for Apple to fix this, as by the time they do, I suspect my MacBook or iPad won't be supported any longer. Maybe it's time to peer over the wall and see what else is out there?