onProxyReq not called on Create React App project

Question

I created a basic React project using CRA. I'm trying to configure a proxy using setupProxy.js. The proxy works, however all the "on" methods are not being called, such as onProxyReq.

My configration:

module.exports = {
    webpack: {
        devServer: {
            proxy: {
                '/api': {
                    onProxyReq: function() {
                        console.warn("not reached!!!!");
...

Why is this happening? Is it a known recent bug?