Make sure that "Enable Rx MIDI" and "Enable Tx MIDI" are both activated on your Minilogue. These settings are available under the "Global 4" menu on the synth.
The Minilogue doesn’t seem to respond to dump requests through the normal MIDI jacks. Just the USB connection.
USB MIDI: For In, use minilogue KBD/KNOB. For Out use minilogue SOUND.