The DE is the limiting factor here. MX uses XFCE, which does not yet support Wayland. For that, you’ll need to use KDE Plasma or Gnome. The former requires an additional wayland session package to be installed, while Gnome comes with it by default.
You could create a new user session, install whichever one you prefer and then see if that works with Waydroid.
I guess it saved me that I yesterday installed Gnome de (on my MX xfce 21) and today I was able to successfully install Waydroid!