I figured out why the SFP did not show up .... you ( read: "I" ) should really read the documentation carefully I guess (and Im still leaving my post here, because Im not embarrassed about when I make mistakes 🙂 ).
There this little "nugget" of gold information in the documentation:
"Detection of interface selection is done when the device is initializing. This takes place during boot up. If the preference is to use the SFP interfaces, then the SFP module must be inserted when the device is powered off. Please ensure your modules are properly inserted into the MX before boot up."
So this means, you cannot "hot enable" the SFP port on a MX85 (75 and 105) when you have booted it the first time without an SFP connected. Is this dumb ? - Yes .. I absolutely think so, and not the behaviour you "default" expect.
You can, as the documentation goes on to state, hotswap an SFP module thats connected at boot, if it fails, but not switch between SFP and RJ45 .. that is only done at boot..... *sigh*