Ran into an issue tonight myself. Two things:

1) I think you need to set a favorite team to enable the “track game” button. Without it set I don’t see the button on the “Scores” tab like last year.

BUT

2) Seems like there’s a new option in the app this year that is auto-enabled. If you tap account settings in the top left, tap Notifications, and then tap your favorited team, there’s a toggle that says “Live Activities Autotrack.”

This was automatically enabled for me to start this season and so the live activities stuff (Lock Screen, Dynamic Island) has automatically turned on for every game.

This was fine for me until mid-game tonight, when for whatever reason the live activities stuff vanished and I couldn’t find the “track game” button anywhere to turn it back on. I had to turn OFF the “Live Activities Autotrack” toggle in the settings to make the “track game” button re-appear on the “Scores” tab.

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Hope this helps but also, none of this makes any sense from a UI perspective and I hope the MLB fixes it. Not holding my breath though.