Minecraft dungeons change in-game names?

I bought Minecraft Dungeons through the official minecraft.net site. But in-game I have this automatically generated name GrandColt99349. But I want my own name to be there. Minecraft.net redirected me to the microsoft website when I bought it.

If you click on your profile picture in the launcher, manage point 2, you can select customize on the microsoft page in your profile banner and assign a different name

I don't have a launcher, just a game. When I click on it it starts immediately. Without launcher.

Can you post a screenshot of it, I've never seen it without launcher