New AngularNodeAppEngine doesn't return 404 status code

I'm on Angular v20.2 using the new SSR API to define how my routes should be rendered. I've also switched to the new AngularAppNodeEngine as seen in the docs.

server.ts:

import { AngularNodeAppEngine, createNodeRequestHandler, writeResponseToNodeResponse } from '@angular/ssr/node';
import express from 'express';

const app = express();
const angularApp = new AngularNodeAppEngine();

app.use('*', (req, res, next) => {
  angularApp
    .handle(req)
    .then(response => {
      if (response) {
        writeResponseToNodeResponse(response, res);
      } else {
        next(); // Pass control to the next middleware
      }
    })
    .catch(next);
});

/**
 * The request handler used by the Angular CLI (dev-server and during build).
 */
export const reqHandler = createNodeRequestHandler(app);

app.routes.ts:

export const routes: Route[] = [
  {
    path: '404',
    loadComponent: () => import('./views/not-found/not-found.component').then(m => m.AppNotFoundComponent),
  },
  {
    loadComponent: () => import('./views/page/page.component').then(m => m.AppPageComponent),
    matcher: url => {
      ... some matching logic that works fine ...
    },
  }
];

app.routes.server.ts:

import { RenderMode, ServerRoute } from '@angular/ssr';

export const serverRoutes: ServerRoute[] = [
  {
    path: '**',
    renderMode: RenderMode.Server,
  },
  {
    path: '404',
    renderMode: RenderMode.Server,
    status: 404,
    headers: {
      'Cache-Control': 'no-cache',
    },
  }
];

app.config.server.ts:

import { mergeApplicationConfig, ApplicationConfig } from '@angular/core';
import { provideServerRendering, withRoutes } from '@angular/ssr';

import { appConfig } from './app.config';
import { serverRoutes } from './app.routes.server';

const serverConfig: ApplicationConfig = {
  providers: [provideServerRendering(withRoutes(serverRoutes))],
};

export const config = mergeApplicationConfig(appConfig, serverConfig);

Then I just run this for when my server can't find a url:

this.router.navigateByUrl('/404', { skipLocationChange: true });

I've also tried without skipLocationChange: true:

this.router.navigateByUrl('/404');

But both give a 200 status code for the server request instead of 404. It does render the correct HTML though.

What am I missing in my configuration to get the status code to work properly?