iCloud Private Relay does not encrypt app traffic

Apple claims that iCloud Private Relay "encrypts all unencrypted app traffic", but when I run Okla Speed Test app on my Mac, it identifies my ISP and IP which means the traffic does not run via Private Relay.

On the contrary, when I run the speed test via Safari using Okla's website, it provides me my iCloud Private Relay IP address and indicates that I am using iCloud Private Relay.

Just FYI: The internet speed is SIGNIFICANTLY lower via private relay (Download 254.25 mbps / Upload 7.39 mbps) compared to the speed without it (Download 203 mbps / Upload 189 mbps).

NordLayer VPN does not have almost any significant drops btw, but iCloud does not sync properly with VPN on - even without VPN it does not sync well across devices.

I think Apple a lot of work to do.