prevent_equipment_drop enchantment effect does not work with armor.body and saddle slots

Steps to reproduce:

Equipping an item into the armor.body slot that has Curse of Vanishing Enchantment(prevent_equipment_drop enchantment effect):
/item replace entity @s armor.body with minecraft:diamond_horse_armor[enchantments={vanishing_curse:1}]

Equipping an item into the saddle slot that has Curse of Vanishing Enchantment(prevent_equipment_drop enchantment effect):
/item replace entity @s saddle with minecraft:saddle[enchantments={vanishing_curse:1}]

Dying to see if the Curse of Vanishing works:
/kill @s

Expected Result:
Item disappearing and not dropping on death.

Actual Result:
Both items dropping to the ground on death even though it has Curse of Vanishing.