Can you provide the full sample call without the key? Or can you try on Bing.com/maps and see if it also provides the same results? You can then "share" the Bing.com/maps link for us to see.
Note: The documentation for Directions Manager does not offer "Ferry" https://learn.microsoft.com/en-us/bingmaps/v8-web-control/modules/directions-module/routeavoidance-enumeration so do you have some other information on your expectation that this should work? Also, as ferries are not usually free, I wonder if "AvoidTolls" might work? Without your exact sample I can't confirm.
Work-around: Call https://learn.microsoft.com/en-us/bingmaps/rest-services/routes/calculate-a-route which does offer to avoid ferries.