airplay

Hello,

Which version of the iPhone SE do you have? The first generation needs additional setup in your MacBook Pro's Sharing settings.

System requirements for Continuity on Mac, iPhone, iPad, iPod touch, and Apple Watch - Apple Support

"AirPlay to Mac

AirPlay to Mac works best with these devices and operating systems:

• iOS 14 or later.
• iPhone 7 or later
• iPad Pro (2nd generation) or later 
• iPad (6th generation) or later
• iPad Air (3rd generation) or later
• iPad mini (5th generation) or later
• macOS Monterey or later
• MacBook introduced in 2018 or later
• MacBook Pro introduced in 2018 or later
• MacBook Air introduced in 2018 or later
• Mac mini introduced in 2020 or later
• iMac introduced in 2019 or later
• iMac Pro (all models)
• Mac Pro introduced in 2019 or later

If the supported Mac has the AirPlay Receiver setting in Sharing preferences set to allow AirPlay for either Everyone or “Anyone on the same network,” you can AirPlay to Mac at a lower video resolution from older iPhone, iPad, and Mac models and operating systems."

If you have the second generation iPhone SE, this article has some troubleshooting steps.

If screen mirroring or streaming isn't working on your AirPlay-compatible device - Apple Support

I hope this helps.