Still doesn't work so I did a workaround with Microsoft Power Automate.
First, create a new task list in your To Do app, which you will be showing in the My Day Column in Outlook Calendar (I called mine "My Tasks")
Go to Power Automate and Create a flow and select "Planner - When a task is assigned to me" as trigger (you will recognize the Microsoft Planner icon).
As next action search for "To Do" and select (in show more) "Add a to do".
Choose your To Do List (My Tasks) and set the title as dynamic variable by clicking on the flash icon - Use "Title" from the drop down, which then automatically uses the title of the task.

You can set how often the flow should check for new items by clicking on the trigger (When a task is assigned to me).

Save and test your flow.
Make sure you connected Planner and To Do in the Connections section of Power Automate to allow the apps to talk to each other.
Hope this helps!