Associated hubs and Associated Child hubs do not automatically add the subordinates?
I think this is a known limitation of hub associations in SharePoint.
As per the Microsoft official documentation Add links to hub associations to the hub site navigation,
Navigational links to associated hubs are not automatically updated when there are changes to hub associations in the SharePoint admin center.
I will suggest first add/associate all SharePoint sites to a hub and then try adding Associated hubs link to the navigation.