"Specify a cache validator" - Cloudflare Workers

I am running GTMetrixs on my new ultrafast Cloudflare Worker. However, I am getting this error for just a few resources:

The following resources are missing a cache validator. Resources that do not specify a cache validator cannot be refreshed efficiently. Specify a Last-Modified or ETag header to enable cache validation for the following resources:

(both assets.thejewelleryroom.com and thejewelleryroom.com are pointing to the same Worker)

I have set PageRules in Cloudflare Dashboard like so:

So I wonder why theese changes don’t reflect. Is it because the PageRules don’t apply for Cloudflare worker?