You'd need to actually provide the response that ZAP saw/analyzed. I understand that you're using this in CI/CD with a packaged scan. So unfortunately you don't have access to that, but without it there's no way for us to really answer the question.
While not impossible it is quite doubtful that this is the first we're hearing of the rule being wrong, finding (or not) headers/values is a pretty sure thing.
One thing to check is if those URLs are actually redirecting, in which case try to make the curl request without following the redirect.