Web Filter does not work in Chrome but works in Edge

On a Windows 11 Home computer (fresh clean OS install), the web filter does not work in Chrome. I'm testing it by going to http://sophostest.com/adult/index.html in Chrome and the page does not get blocked. It DOES get blocked in Edge, just not Chrome. I've rebooted the computer, uninstalled and reinstalled Sophos, no luck. Again, this is a freshly installed Windows 11 Home install from scratch. I know the policy settings are correct in Sophos Central because the page is blocked in Edge. Any suggestions on how to get the web filter to work in Chrome? 

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[edited by: Qoosh at 11:41 PM (GMT -7) on 1 Sep 2022]