Something wacky is going on! I tried a very short test flight into Louisville, KY, US this morning.
Again, it was set, with MSFS route planning, as an ILS into the airport. As I approached the runway, ATC told me to descend to 3,000 ft. When close I hit approach mode and the ILS started to grab control, dropping me toward the landing.
When it got to about 1,500 the ATC warned me that I was below my assigned altitude and to climb to 3,000. Then the big CDT gremlin got me. There was never any communication with local Louisville tower ATC and no red/blue landing brackets to show the path.