I got it working. There are two things that I was missing:

1. Thanks to @Tiny Wang: the for loop has to be used with of and not in.

.ts

// 
for (let file of this.supportDocuments) {
 // file is a blob object
 formData.append("files", file);
}

this.uploadService.uploadFiles(formData)

2. @Yong Sun suggested to use IFormFileCollection and it works, not sure why List does not, even though it is documented on Microsoft page.

routeBuilder.MapPost("api/cancellationforms/upload", 
    (IFormFileCollection files, 
    [FromServices] IServiceManager serviceManager, 
    CancellationToken cancellationToken) =>
{
    // Iterate each file if needed
    foreach (IFormFile file in files)
    {

    }

    return Results.Ok("Hello");
})