Header Type > Image, not working properly

Greetings!

I am working on a new website Talon Pro based.
What I am trying to do is to use a header image for all pages.
I set it to Images on Customize > Header Area > Header Type --> Site header type
This option refers to all pages except your homepage.

In other athemes templates the expected behaviour of this function was to use the Featured Image as page header.

However I am getting this broken image icon.
https://goo.gl/pjmASW

Is it some kind of bug, or it simply does not worked the way I imagined?

Thanks!

By the way, I tried switching to another theme, and the featured image worked properly, same image, same link:
Example

Hello there,

Generally every theme designed uniquely and has its own special features. Talon doesn’t have a feature to set specific page header image. Maybe it’ll be added in future version. At this time, you’ll need an additional plugin – use the Unique Headers plugin. With image enabled fpr site header type, you can set the page image through Custom Header box.

Regards,
Kharis