Do only certain WiFi dimmer switches with with older wiring
Fro you photos, you attached the dimmer’s neutral to the load (light). This is allowing the dimmer to power itself. Meanwhile, the load wire from the dimmer is unconnected; this wire would actually control the light. This will not work.

Bottom line: without a neutral wire in the switch box, you cannot make the dimmer work safely. (You could connect the neutral wire to ground, but this is a serious code violation and could potentially electrocute (kill) someone!)