I have tested it with update to latest 3.10 and it also worked directly. On connect server sends M115 sees that autoreport. If you go to console and send M115 manually while commands are activated so you see it, you should get:
Send: 9:24:32.503: N14 M115
Recv: 9:24:32.526: FIRMWARE_NAME:Prusa-Firmware 3.10.0 based on Marlin FIRMWARE_URL:https://github.com/prusa3d/Prusa-Firmware PROTOCOL_VERSION:1.0 MACHINE_TYPE:Prusa i3 MK3S EXTRUDER_COUNT:1 UUID:00000000-0000-0000-0000-000000000000
Recv: 9:24:32.527: Cap:AUTOREPORT_TEMP:1
Recv: 9:24:32.530: Cap:AUTOREPORT_FANS:1
Recv: 9:24:32.530: Cap:AUTOREPORT_POSITION:1
Recv: 9:24:32.534: Cap:EXTENDED_M20:1
Send: 9:24:32.534: N15 M155 S1
Same happens for me on connect. So maybe just com error? Or do you not see the M155 S1 after M115?