I have a 2020 Tesla model 3, and currently have 3 (three) of these frigging dongles attached to my car. Two are the usual rear-seat OBD2 adapters, which is what you should have gotten... and it's a simple two-plug interposition thing with an OBD2 out. One of which has the S3XY commander plugged into it, another has a different generic Bluetooth OBD2 adapter. The third is the Teslogic adapter, and it plugs into a port near the front passenger footwell, and ... as I tried to clarify ... has the same sort of connectors as the connector in the picture. (It's not OBD2, it's different plug to the actual dongle, but the same "interpose that smaller cable, and plug into/not interpose another connector" wiring going on)
I'll note that the upcoming future S|3|X|Y Knob device claims it can plug into the passenger side or the rear seat one, and you can get either connector.
My hypothesis is you got a passenger-front OBD2 adapter. Were it me, I'd try and plug it in there and see if it works, the video I linked has the directions for taking that part of the car apart. But asking for the right adapter is also a very reasonable approach: what you've got is not the normal one that came with my order.
ISTR that you'll need to be clear on the year of your car, the rear-seat adapter wiring changed at some point, and I can't recall when. I don't know if the front wiring changed any.