On the D7500, the practical way to combine bracketing with the mirror already raised is to use Live View. In Live View, the mirror is locked up, so you can shoot your bracketed sequence without mirror slap affecting the exposure.

If you select MUP on the drive dial, that mode is intended for mirror-up shooting rather than continuous bracketed bursts, so it won’t behave like CL/CH for a bracket sequence. That’s why you only got a single image.

So the workaround is:

• enable exposure bracketing
• switch to Live View
• shoot the bracketed frames there

This gives you the same benefit of mirror lock-up while still letting you bracket exposures.