HTTPS Everywhere not enabled for the default 'Private Browsing' mode
A couple of users on the forum have reported that HTTPS Everywhere seems not to be enabled in the private browsing mode (which is the default on Tor Browser) out of the box. https://forum.torproject.net/t/https-everywhere-does-not-work-in-privacy-mode-from-11-0-3-to-11-0-6/2392
(Note: The 'incognito' icon next to https-e is missing and in Firefox one needs to explicitly tell extensions to run in the private/incognito mode and this just might be a confusion because of that)