Hi there,
A quick search shows that F.lux is not very well maintained anymore.
This page also mentions that f.lux uses Redshift under the hood which you can also install through the software store, so that may be a better option instead.
Although to answer your question, there's a note on the software store that this program only works on X11.
You can check if you're using it from the Settings -> About, and change it right before you login.
Maybe this helps to at least troubleshoot the issue a bit. It's also worth noting that snap packages tend to be limited on how they work due to it being a containerized format. But I've been recently wrong about this so this is just speculation on my part.