You’re using the correct AT command.
The reason it’s not giving you the result you expect is that the MSISDN has not been written to the SIM card. It’s not needed there except for “documentation” purposes.
The SIM provider looks up the MSISDN in their own records as required from the IMSI.
You will need to write it as the first entry in the Own Numbers phonebook, using a phone or another modem.
Please see my earlier post: Unable to access "Own Numbers" phonebook