Can't spoof MAC address in a MacBook
What you can get from https://forums.developer.apple.com/thread/106768 is: It has been actively removed and Apple is not willing to restore it
It does not work with new devices (2018+), on these it does not even when used with external adapters (like USB-C to Ethernet Adapters). So it is NOT caused by hardware, it's the combination of MacOS and new hardware that disables the feature.
I wonder if there is a way to trick MacOS in "thinking" that it deals with an older Mac. Maybe then it'll work again.
Spoofing works again on Catalina (macOS 10.15) (thanks @Life is complex & source)