Does the GPO: "Interactive Logon: Prompt user to change password before expiration" work with AVD?

I wanted to ask if other had experience getting this GPO to work with AVD session hosts. This GPO works fine with standard RDS environments but I don't think the notifications have been working in AVD despite the GPO being deployed.

1. Expand the following GPO section: Computer Configuration > Policies > Windows Settings > Security Settings > Local Policies > Security Options;
2. Find the policy named “Interactive Logon: Prompt user to change password before expiration”;