Perhaps some explanation of how this service actually works will aid understanding…
While you cannot easily initiate an email conversation using a hide my email address, you can reply to an email received to your hidden address whilst preserving your privacy.
An email directed to your hide my email address is forwarded to your real email address by Apple - whether or not your true email address is an Apple domain address. The email will appear in the corresponding mailbox of your chosen email client with a mail-header that encodes information about the origin of the original email - and, crucially, the return path.
The email header information is specially contrived such that a reply that you send is initially directed to Apple’s Mail Gateway - where the return header information is decoded, reconstructed, and then the email is forwarded back to the original sender as a reply. The mail-header information received by the original sender appears to originate from your hide my email address at Apple - and not your real email address.
This mechanism allows you to reply to a received email that will appear in your real email address inbox - and preserve privacy.
Reiterating an earlier point, you cannot easily initiate an email using an existing hide my email address - unless you have the skills to manually construct an encoded email address. However, this limitation is understood to be resolved in the future release of iOS/iPadOS 15.2.
Pending release of iPadOS 15.2, the easiest way to use these addresses for sending and receiving an email, is to give your hide my email address to the sender - asking them to initiate contact. You will receive an email to which you can reply - in so doing keeping your true email address private.
I hope this insight provides useful clarity as to how this service works - and its current limitations.