I have the same problem on latest WP. Doesn’t uninstall clean either, even when telling it to delete everything in settings. Upon reinstall, it doesn’t even prompt to create the page. After adding the shortcode, you can get a search page that will show that you have articles but a 404 if you click on one.
It does say not tested with my version of WP but I even tried going back to using the classic editor with no joy. It has a fair amount of positive support so I’m guessing they just don’t want to support it on new installations on latest WP.