What exact rear derailleur do you have?
There are different cage lengths and even the longest road ones aren’t actually rated to handle the 40t on the MTB cassette.
People best recommendation is the Wolftooth Components Road Link option. Depending on the precise combo of parts, this can make your gearing work.
I and others have chosen to use the XT MTB rear derailleur and the WolfTooth Components Tanpan adapter to work with the MTB pull ratio.
Essentially, there is no “ready-made” solution and hence the reason they said it won’t work.