Connect 2 external HDMI monitors to one USB-C port through dual HDMI adapter
The dock you have bought operates over USB-C and requires MST support from the operating system in order to do extended mode on the connected monitors. MST is not supported in macOS, both it is in Windows. This is why it works in BootCamp, but not in macOS.
The Amazon product page you link to actually contain this information. If you look at the illustrations, you'll see that the monitors connected to a Windows PC shows different content on each monitor - whereas the monitors connected to the Mac shows the same content on both monitors.
In order to solve this you need to connect the second monitor with a cable directly to the MacBook Pro instead of through the dock - or by replacing the dock with a Thunderbolt 3 dock. Those docks do not require MST in order to function, as they work with Thunderbolt display multiplexing instead.