The correct answer is that the blob versioning feature was added on 2019-12-12.

Documentation can be found here - https://learn.microsoft.com/en-us/rest/api/storageservices/version-2019-12-12 (last point).

We need to explicitly specify the x-ms-version in header.
This is the "API version" that doesn't relate to the "version of the blob".
When you don't use the x-ms-version header it by default uses 2009-07-17 which doesn't have the feature.