Rate Limiting not offering a Managed Challenge

I have configured a Rate Limiting rule that is supposed to show a ‘managed challenge’ if someone exceeds the rate. Here it is defined:

However, I have users showing me that they’re hitting the rate limits, and blocked with no options of a challenge. Here’s their screenshot (my apologies for the quality):

Any idea why visitor wouldn’t be given the option of a challenge?

Thank you in advance!

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