Final summary:
So, my experience counters some of what I have been told by the fellow Linuxheads.
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You actually do not need the MiFlash tool to succesfully flash Android back.
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No matter whether I used the MiFlash tool or manual fastboot commands in Linux terminal/Windows cmd, the result was frustratingly samey: Going back from Linux, Android 9 made the Wi-Fi unaccessible.
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The good news is, Android 10 -- again, no matter how I flashed it -- didn't bring around the same trouble. Alas, Android 10 was the reason Mi A2 got significantly slower in early 2020, so I still wanted to go back to Pie.
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If you struggle with the same set of circumstances, there is a hope! I flashed Oreo (which, just like A10, caused not troubles) and updated to Pie from there.
Hopefully this may help someone some day!