Not sure why. I remember a long while back Quest 1 definitely worked with the socket.io plugin at that time (e.g. https://twitter.com//status/1228864897133318144) but that was only tested to a local server without SSL.
Support for these features have been added since so it should still work, but it may depend on your specific version of socket.io library and plugin.
The latest version available on github is 2.4.0, see if that works for you, if not I recommend opening an issue on https://github.com//SocketIOClient-Unreal/issues for easier tracking. See related issue https://github.com//SocketIOClient-Unreal/issues/196 (not much to go on atm, but might want to reach out to that dev if upgrading doesn’t work?)