Yes, but my pages (like many folks’) are not served with a ‘.html’ extension, try https://5e00e2e86a200d0007b165cf--simonhearne.netlify.com/ instead of https://5e00e2e86a200d0007b165cf--simonhearne.netlify.com/index.html
So what I think you are saying is that it is impossible to set different headers for documents served at directory roots.