According to the official documentation, the custom header is applicable to Reporting Services 2019 and a higher version.
You may need a higher version of the Reporting Service to add the matching request of the "Strict-Transport-Security" field to the header.
For more information, you can refer to the examples in this document: Server Properties Advanced Page - Power BI Report Server & Reporting Services.
If the answer is helpful, please click Accept Answer
and Up-Vote
for the same. If you have any questions, please feel free to let me know.
Best regards,
Aniya