I seem to be dealing with a bug. When I set a page as the blog page (Appearance >> Customize >> Static Front page >> Posts Page: the header image shows, even when Disable Header is selected.
On other pages it is working as intended. If I unselect the same page as the Posts page, the header disappears as it should.
My development site: http://22.214.171.124/~pafh384723/ I have set the Blog 2 page as the blog page. (the other page called Blog, is a normal page with a Blog module from Live Composer)