It looks like Fiddler doesn't override the System HTTP Proxy property. Let go to Network -> Wifi -> Advanced -> Proxies Tab and see whether or not the HTTP/HTTPS Proxy is checked and points to Fiddler's Port (It might be not 9090).
Alternatively, you can check out Proxyman, which is a native and modern macOS app. You can do everything Fiddler does with Proxyman.
Disclaimer: I create this app and it would be easier for you to use and resolve your problem.
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…