Yes, that is a gotcha, as some of the cheaper or older camera models have no HDMI out or the require proprietary conversion with a vendor driver. I haven’t run into this often myself yet since most people I know have been buying newer and more video focused cameras over the past couple years.

EDIT - For your case perhaps using camera settings to minimize the data (ISO/aperture/shutter etc) being shown on on the screen works well enough to use what you have?