Hi,
I can see we can't register a step for userform entity for Create Message.
However you can register steps for other messages like Update, Retrieve, Delete, GrantAccess etc.
I am not able to find any proof or reasoning in the documentation, however I'm experiencing same behavior.
On the other hand, instead of plugin, you can use Flow.
I tested an Automated flow which triggers on creation of User Dashboard (userform) entity record and it works like charm, however if you are looking for synchronous (real-time) validation, i'm afraid we are out of luck here.

Anyhow, if you elaborate you requirement, i may suggest a workaround.
Best,
Wahaj