Quartus programmer initcfg does not work when using a .cdf file

I want to use the quartus_pgm command with a chain description file (.cdf) as per this line in the scripting manual you attached:

The quartus_pgm command details the option --initcfg, the description of that option in the scripting manual you linked is:

So, when I run the command:
quartus_pgm --initcfg filename.cdf

I expect the configuration devices to automatically configure when the programmer is finished, but it does not happen.