You need to add entity_type_id aswell in the hook. 

It should be 

    use Drupal\Core\Entity\EntityTypeInterface;

    /**
     * Implements hook_entity_bundle_field_info_alter().
     */
    
    function mymodule_entity_bundle_field_info_alter(&$fields, EntityTypeInterface $entity_type, $bundle)
    {
       if ($entity_type->id() === 'paragraph' && $bundle === 'my_paragraph_bundle' && isset($fields['my_paragraph_field'])) {
    
          $fields['my_paragraph_field']->addConstraint('MyConstraint', []);
        }
    }


For reference : https://drupal.stackexchange.com/questions/294733/adding-constraint-to-entity-referenced-paragraph-field