The reason you might not see any skip link appear in the markup is because it relies on a <main> tag. If no <main> tag is present in the markup, the skip link is not added.
once I set the <main> tag, I now see the skip link.
There is, however, an issue with where it is located. It should be the first thing/link on a website that user can navigate to with keyboard. But it is showing below the header, which is not very good for accessibility reasons.
User should be able to skip to the main content immediately, without needing to go through the whole <header>
Just wanted to chime in to say thanks for bringing up this issue. I’m learning accessibility bit by bit, and this just added to the knowledge I have now.