None of the Spectator Screen Mode commands are changing the active SpectatorScreenMode in VR Mode on Windows Mixed Reality headsets.
This same setup modifies SpectatorScreenMode on Oculus, Vive, and PS4.
SpectatorScreenMode does not change
SpectatorScreenMode in VR Mode updates when the user enters the command
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-71852 in the post.