I use freeze header rows in many of my Numbers tables and have not had a problem in Numbers 15.1.
Have you tried turning the setting off and then on again? Quitting Numbers and restarting? Perhaps turning the setting off, then quitting Numbers, then restarting, and turning the setting on again. Is it only one document or are all affected?
If it's still a problem, try creating a new Numbers preferences file. First, quit Numbens, then, in Finder, hold down the Option key and click Go in the menu bar, select Library > Preferences, and move the com.apple.Numbers.plist to the Desktop and restart Numbers. You may need to restart your Mac. Then turn the setting on again.