ColdFusion fails to include custom HTTP response header set in IIS 8.5

I have a Windows 2012 R2 server running IIS 8.5 and ColdFusion 11. Under a specific directory ("mydirectory") I added an HTTP Response Header (Name: X-ResponseHeader, Value: Test). The resulting web.config section looks like this:

<?xml version="1.0" encoding="UTF-8"?>
<configuration>
    <system.webServer>
        <httpProtocol>
            <customHeaders>
                <add name="X-ResponseHeader" value="Test" />
            </customHeaders>
        </httpProtocol>
    </system.webServer>
</configuration>

I created several test files:

• test.cfm
• test.html
• test.png

I used curl -I to request the files and examine the response headers:

• test.cfm does not include the response header
• test.html includes X-ResponseHeader: Test
• test.png includes X-ResponseHeader: Test

Additionally, a request for a non-existent .cfm file does not include the header, but a request for a non-existent .png file does. Therefore I suspect that the ColdFusion handler is ignoring or removing the header, but I am not sure why.

Also of note: if I set a custom header at the site level in IIS, rather than at the folder level, the custom header is included in all cases.