Core 2.1 refuses to respond with Access-Control-Ex

I must be doing something wrong here but I can't figure it out; it seems to be a CORS issue from what I can tell. I need to expose Access-Control-Expose-Headers: * to any origin but dotnet core 2.1 isn't doing what I expect.

Relevant Startup.cs code:

        public void ConfigureServices(IServiceCollection services)
        {
            //Mapping settings to POCO and registering with container
            var settings = new AppSettings.ReportStorageAccountSettings();
            Configuration.Bind(nameof(AppSettings.ReportStorageAccountSettings), settings);

            services.AddCors(options =>
            {
                options.AddPolicy("AllowAll",
                    builder =>
                    {
                        builder
                            .AllowAnyHeader()
                            .AllowAnyMethod()
                            .AllowAnyOrigin()
                            .AllowCredentials();
                    });
            });
            services.AddSingleton(settings);
            services.AddApiVersioning();
            services.AddMvc().SetCompatibilityVersion(CompatibilityVersion.Version_2_1);
        }

        // This method gets called by the runtime. Use this method to configure the HTTP request pipeline.
        public void Configure(IApplicationBuilder app, IHostingEnvironment env)
        {
            if (env.IsDevelopment())
            {
                app.UseDeveloperExceptionPage();
            }
            else
            {
                app.UseHsts();
            }

            app.UseCors("AllowAll");
            app.UseHttpsRedirection();
            app.UseMvc();
        }

This application is hosted in Azure and I have added a * entry to the CORS settings in Azure just for good measure. Now, whenever the client application (which is also hosted in Azure) makes a post request, the headers are not accessible via JS and Access-Control-Expose-Headers: * is not present in the response. However, I can see the headers when I inspect the network response and when using Fiddler. I have tried Axios and Jquery for accessing the headers to rule out any issues with the JS. What am I doing wrong here?

In the controller I respond with:

 Response.Headers.Add("Location", $"api/someLocation");
 return StatusCode(StatusCodes.Status202Accepted);

The CorsPolicyBuilder's AllowAnyHeader method configures the Access-Control-Allow-Headers response header, which is used only for preflighted requests. The Access-Control-Expose-Headers response header is what's needed, which is configured using WithExposedHeaders.

Here's a complete example:

services.AddCors(options =>
{
    options.AddPolicy("AllowAll", builder =>
    {
        builder.AllowAnyHeader()
               .AllowAnyMethod()
               .AllowAnyOrigin()
               .AllowCredentials()
               .WithExposedHeaders("Location"); // params string[]
    });
});