What SDK version are you using?
What is the web3.js lib version?
With V7, the connect() method returns a provider of type IProvider which is a hard-coded provider, ensuring compatibility with the latest version of web3.js.
I had written a post the same day, but it seems it didn’t published and stayed as a draft.
Figured it out: update @web3auth libraries versions to 7.2.0
The package.json file provided in the integration builder has incompatible versions with the scripts. It installs version 5.2.0 when the used IProvider is implemented in version 7.
I hope the Web3Auth team can fix that. You have very good docs but those things are very annoying.