Você também precisa ativar CONFIG_SCSI_MQ_DEFAULT
Symbol: SCSI_MQ_DEFAULT [=y]
Type : boolean
Prompt: SCSI: use blk-mq I/O path by default
Location:
-> Device Drivers
-> SCSI device support
Defined at drivers/scsi/Kconfig:50
Depends on: SCSI [=y]
e voila
$ cat /sys/block/sda/queue/scheduler
[mq-deadline] none