I have installed the Feature Policy plugin (and the Reporting plugin) as described in the installation guide. Everything seems to look OK in the WordPress Admin page. I get all the options for configuring the Feature Policy. However, when scanning my site for the Feature Policy Header through https://securityheaders.com the header is not detected, while Feature Policy plugin is running on my site.

I tried to clear the cache on the server, but it has no effect on the security header scan result.

Is the Feature Policy plugin supposed to insert the header just by installing the plugin, or are there additional steps to activate the Feature Policy Header?