Also not sure if I am missing any configuration. Below are the steps I followed:
1. Created table.
2. Added Custom CSS under Plugin Options Custom CSS field, saved.
Sample Custom CSS:-
.tablepress-id-1 th,
td {
padding-top: 3px;
padding-bottom: 3px;
padding-left: 5px;
padding-right: 5px;
}
.tablepress-id-1 thead th,
.tablepress tfoot th {
background-color: #003f8f;
color: white;
border: 1px solid #003f8f;
}
.tablepress-id-1 tbody td {
border: 1px solid #003f8f;
}
3. Table is inserted into one of the pages