I am sure you must have already done so but just in case not, I hope you have also set the "Tab "setting under UX → Options → Forms -->"Form Page Style " as well.
I mentioned it again because the picture shared by you shows the same setting under UX → Views -->Forms → View Options → Page Style → Tabs
There are "Tabs"settings at two places.
My testing shows that the one under option UX → Options → Forms -->"Form Page Style " is mandatory and prominant while the other one under UX → Views -->Forms → View Options → Page Style → Tabs is optional
I was not correct. Actually even without the content being filled, as long as the Options in the UX sections are correct, it will show a default “Page1” as Page_Header name.