To everyone that maybe comes to this post, it turned out that the header was being properly added. The whole problem was that the web service that I was trying to access doesn't accept some specific user agents, such as: JAX-WS RI 3.0.0 git-revision#af8101a which was the one from the client generated by JAX-WS lib, and PostmanRuntime/7.35.0.

But the server accepts SoapUI UserAgent: Apache-HttpClient/4.5.5 (Java/16.0.2).

I would never imagine that the server had this restriction, I only figured it out by searching in the HTTP request logs.