HSTS is a policy that is controlled by the backend and not by the load balancer. One could argue that AWS could enable this, but there are other issues that make this more complicated (violation of specs, permanent redirects for HTTP, etc.)
The issue with HSTS is that you cannot (should not) send Strict-Transport-Security over HTTP. The specs say to only send the header over a secure connection. HTTP is not secure. Since the load balancer is talking to the backend over HTTP, IIS is NOT sending the header. You need to use HTTPS on the backend to enable HSTS.
RFC6797
If your goal is to send "Strict-Transport-Security" to the client, use Layer 4 listeners on your load balancer and handle HTTPS at your backend. If a request arrives on HTTP, send a permanent redirect (301). Benefits include absolute control, improved HTTP/2, etc.
Another option is to change your listener to use HTTPS to talk to the backend. Setup HTTPS and SSL on the backend.
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