Well, maybe it's the same problem with Dark Souls games. They never worked until I use a option on Steam. If you are using Steam to play Sekiro, go to Steam menu > Settings > Controller > General Controller Settings. A big picture menu will open, check the "Configuration Support" options: "Xbox One" and "Switch Pro". Close this window and click Ok.
It worked to all 3 Dark Souls games for me, but I don't know if this will work to Sekiro too, as I still don't play it.