I had that problem same problem with my treadmill until just recently. I have a Landice L7 with the cardio console that is two or three years old now. It has Bluetooth and can share speed and incline with the Landice app on my iPhone.
When I tried it about a year ago it would appear as a device in Zwift and it would connect, but Zwift didn’t receive or interpret the data as speed (or incline), and my avatar would not move. The only solution was to resort to using a Bluetooth foot pod.
However, recently I tried again just before starting ZA Run 2020 and zwift must have added the functionality in a recent update because it is currently working! This is despite the fact that the Landice does not appear in Zwift’s list of supported treadmills on zwift’s support site.
So if your treadmill does not work try again in the future, or look for a foot pod.