Sucuri recommended setting changes not leaving after changes made

Hi Guys,

I have a question about the Sucuri plugin for WordPress:

1) Sucuri made recommendations for my site (shown in the dashboard):
a) Security Header: X-Frame-Options:
We did not find the recommended security header for ClickJacking Protection on your site.
b) Security Header:
X-Content-Type-Options nosniff: We did not find the recommended security header to prevent Content Type sniffing on your site.

2) I made the suggested changes as instructed in the recommendations

3) Sucuri did a scan of the site and continues to list the same recommendations as before. This has happened multiple times.

Any ideas?

Thanks

Richard