"Proof Mode" command not supported?

[taeyoung-1]

https://coq.inria.fr/doc/V8.20.0/refman/proofs/writing-proofs/proof-mode.html#coq:cmd.Proof-Mode

"Set Default Proof Mode ..." inside a proof seems to work normally (gets interpreted), but they do not work when compiling.
"Proof Mode ..." is an unsupported command, but they compile well with 'make'.

Can we resolve this discrepancy by supporting 'Proof Mode' commands? Or is there a reason this is not supported?

vscoq version : 2.2.3
coq version : 8.20.0