I bet it will work on Windows 10.
What’s the catch, Gig Performer reacts to what message a driver is sending to it.
To prove that this issue is a driver issue I did a couple of tests with virtual MIDI drivers a while ago here: Loop MIDI ports not automatically discovered on Windows - #8 by npudar
Perhaps this post and these utilities will be useful for you to experiment.
Edit: a similar thread. This may be some Windows 11 driver issue.