Hi Zhou,
When you toggled the HSTS in LifeTime you think you activated it but instead you requested the activation it but it's not yet ON.
In order for the HSTS to be activated, you need to Apply settings in each environment.
So you need to go to each environment and:
a) Create a solution with everything and publish everything;
b) Create a solution with all eSpaces and apply settings.
To do this, on Service Center, you create a solution

Then, you add all the modules (use of *) like on the image below and press Associate:

And once you have them all, you pess the Apply Settings:

Once you do that, now all your modules will have the latest settings, including the HSTS you activated.
Hope now it is more clear.
Cheers,
João