Require First Name & Last Name

Hi. On the registration page, how do I require users to fill in their first and last name? I have checked the ‘Require First & Last Name’ under Settings>General>Account but still users were able to register by providing only their username, email and password. I was expecting some sort of error warning when they forgot to add their first and last name but no, this didn’t happen at all.

As a step further, I also added a PHP code which supposedly requires users to fill in their first and last name when registering. Unfortunately, this didn’t help either.

/**
 * Require first and last name on user registration.
 */
function require_first_last_name_on_registration( $errors, $sanitized_user_login, $user_email ) {
	if ( empty( $_POST['first_name'] ) ) {
		$errors->add( 'first_name_required', __( '<strong>ERROR</strong>: First name is required.', 'mydomain' ) );
	}

	if ( empty( $_POST['last_name'] ) ) {
		$errors->add( 'last_name_required', __( '<strong>ERROR</strong>: Last name is required.', 'mydomain' ) );
	}

	return $errors;
}
add_filter( 'registration_errors', 'require_first_last_name_on_registration', 10, 3 );

Can someone help me out please?
Thanks.