Support with baseline PySide2 is only partial
While PySide 5.15.2 has some patches to support compiled methods as callbacks, these are far from complete. Some programs work, but many do have problems in reacting to events.
Therefore upstream support for PySide6 was developed and will be available in the 6.1 release once made. We will maintain the integration of Nuitka such that it should be perfect.
But for older PySide2, there is no way these patches will be backported and as a result, we have a backported patch that will not get released. This is very understandable, now that Qt6 is out.
Available in Nuitka Commercial
The patched PySide2 source code and binary wheels for some platforms are available as part of the the Nuitka Commercial offering.
Otherwise your best bet is to migrate to PySide 6.0 yet, and compile the
dev branch from source and use that instead.