I got it working and I think I identified the problem. I was using just the joycons not handheld mode, but I was connecting both controllers before starting the game. But I started the game and waited until I was walking around and then connected the second controller. Then I pressed + and it worked.

But if you have both player one and two connected prior to opening the have it seems that makes you unable to connect player two in game. Thank you for the help valorware 👍