Static Web App page reloads returning 404 and not following the navigationFallback policy

Question

We have a SWA on Azure that returns a 404 Azure error page (on a page reload) instead of following the staticwebapp.config.json settings as described below:

{
  "navigationFallback": {
    "rewrite": "/index.html",
    "exclude": [
      "/data/*.json",
      "/img/*",
      "/fonts/*",
      "*.{css,js,map,png,jpg,jpeg,gif,ico,svg,webp,ttf,woff,woff2,eot,json}"
    ]
  },
  "routes": [
    {
      "route": "/contacto",
      "rewrite": "/index.html",
      "statusCode": 301,
      "allowedRoles": [
        "anonymous"
      ]
    }
  ]
}

The configuration file (staticwebapp.config.json) is in the root of the repository project.

The behavior:

1. Load the SPA
2. Navigate to some routes, notice no post back
3. Do a full page reload, notice a post back
4. See 404 azure page

Screenshot:

We have tried without adding the "routes" part in the file, and it does not work either.

Why is it not working?