Hey itrack,
add-path-out on MikroTik isn’t a full Add-Path implementation. It just lets the router advertise multiple paths locally, but it doesn’t negotiate the Add-Path capability with peers as defined in RFC 7911. That’s why your peer doesn’t see Add-Path messages.
I don’t think MikroTik actually supports full Add-Path yet. If you really need it, you might have to look at something like FRR or JunOS.