Modified headers in onHeadersReceived does not show in Developer Console

I am learning to use extensions to modify response headers, and I followed the example from MDN:

// Add the new header to the original array,
// and return it.
function setCookie(e) {
  var setMyCookie = {
    name: "Set-Cookie",
    value: "my-cookie1=my-cookie-value1"
  };
  e.responseHeaders.push(setMyCookie);
  return {responseHeaders: e.responseHeaders};
}

// Listen for onHeaderReceived for the target page.
// Set "blocking" and "responseHeaders".
browser.webRequest.onHeadersReceived.addListener(
  setCookie,
  {urls: ["<all_urls>"]},
  ["blocking", "responseHeaders"]
);

I expect to see that in the Network tab of Developer console, I will be able to see the newly added header, but I can not. However, it seems the header was indeed appended to the response, because for following requests, the new cookie was appended. Is this correct that the modified header will not display in Developer console, or did I do something wrong?