I’ve tested assigning a header to a password protected page and it works in my test site. I’m using the latest version of WordPress and Pro. If you’ve not updated to the latest version of WordPress and Pro yet, please update them first then test again. You can see the latest version of Pro in our Changelog: https://theme.co/changelog
Another possibility is that a third-party plugin is modifying the behavior of a password protected page. You can test this by deactivating all third-party plugins, and seeing if the problem remains. If it’s fixed, you’ll know a plugin caused the problem, and you can narrow down which one by reactivating them one at a time.
If neither of those work, please make a staging copy of your site and give us the staging site’s WordPress Login URL, Admin Level Username and Password and also FTP access in a Secure Note.