I don't have an answer, but I wanted to tell you my experience was the same and I have a suspicion...
I originally had a '13 ST. I had to put new TPMS in it when I got it (used) and then also coughed up a set of Blizzaks and second set of snowflakes for winter rigging (again, new TPMS in the wheels as well). I bought TWO tools to do it because the do-it-yourself procedure wouldn't work. The first one was the Ford tool (the little gray box with the green button), I also got another one of Amazon for like 20 bucks because the Ford too flat would NOT work on it. Well, the other tool wouldn't work either. I finally took it to Ford because I thought something was busted, and when I picked it up they were like "yea we just had to train it again".
I then bought a brand new '18 ST and when I added the winter wheels, BAM.. first try.
Here's my theory (maybe a real Ford guy can weigh in here)... the car can only store 8 TPMS addresses total, my '13 already had the originals, then the new ones I put in, then my winter wheels wouldn't read in no matter what. I suspect the dealer did something to clear out the list somehow. If they did, I don't know hwo they did it, nor can I cannot find any posted method anywhere for doing that... not to mention, this is only a theory.
Maybe someone can tell me how wrong I am... but if I am, the problem is even more baffling. It drove me nuts trying to fix it.