When you set up Dual SIM Always On, did you select 'Forward Calls to Any Available SIM'?
If so, please open the Phone app > Tap the 3 dots in the top right > Settings > Voicemail, and make sure that a Voicemail number is set up for both SIM cards.
Now, go back > Supplementary Services > Call Forwarding > Check your forwarding options to make sure they have a populated number (usually your voicemail number) > Back > Call Waiting > Toggle this on.
Go back and try to enable Dual SIM Always On once again.
Let me know if this works for you!