This seems to be by design - the layout is not "interactive" which means it doesn't fire any events. There is another issue Root-level interactivity option for the new Blazor Web project template · Issue #50433 · dotnet/aspnetcore · GitHub which is not implemented in RC1 as far as I understand.
To be honest I still can't wrap my head around the whole render mode ordeal: ASP.NET Core Blazor render modes | Microsoft Learn