Missing security header

I'm using this plugin with GeneratePress https://wordpress.org/plugins/http-security/

When scanning with Sucuri Site Check, I get the warning below. I do not get this warning with this plugin on other themes I use; and I'm wondering If there is something in the GeneratePress theme that would cause this?

Warning:

Missing security header for XSS Protection. Affected pages:
https://domain.com/wp-content/themes/generatepress/
https://domain.com/wp-includes/css/

Missing security header to prevent Content Type sniffing. Affected pages:
https://domain.com/wp-content/themes/generatepress/
https://domain.com/wp-includes/css/

Missing Strict-Transport-Security security header. Affected pages:
https://domain.com/wp-content/themes/generatepress/
https://domain.com/wp-includes/css/

Thank you