Hi,
please verify you are running firmware 11.(7)1 on 8861 and minimum 8.7 on Expressway.
8821 is not supported since it uses a different firmware. From 88xx series following endpoints should work with MRA: 8811, 8841, 8845, 8851, 8851NR, 8861, 8865, and 8865NR
I verified it on 8821 with latest firmware and UCM devicepack. There is no option for "User Credentials Persistent for Expressway Sign in" on UCM and on the webpage of 8821 phone there is no Service Mode/Domain and status available as in comparison with 77xx and above mentioned 88x endpoints.
BR,
Christoph