bitcoind – Bitcoin Core ZMQ `sequence` notifications on Regtest

We use ZMQ notifications to monitor new blocks and new transactions in the mempool. It works very well on mainnet, but on testnet and regtest it works halfway: only new blocks are notified but not transactions in the mempool.
Here is the code used to connect:

 def connect_to_zmq(self):
        self.zmq_context = zmq.asyncio.Context()
        self.zmq_sub_socket_sequence = self.zmq_context.socket(zmq.SUB)
        self.zmq_sub_socket_sequence.setsockopt(zmq.RCVHWM, 0)
        self.zmq_sub_socket_sequence.setsockopt(zmq.RCVTIMEO, ZMQ_TIMEOUT)
        self.zmq_sub_socket_sequence.setsockopt_string(zmq.SUBSCRIBE, "rawtx")
        self.zmq_sub_socket_sequence.setsockopt_string(zmq.SUBSCRIBE, "hashtx")
        self.zmq_sub_socket_sequence.setsockopt_string(zmq.SUBSCRIBE, "sequence")
        self.zmq_sub_socket_sequence.connect(self.zmq_sequence_address)
        self.zmq_sub_socket_rawblock = self.zmq_context.socket(zmq.SUB)
        self.zmq_sub_socket_rawblock.setsockopt(zmq.RCVHWM, 0)
        self.zmq_sub_socket_sequence.setsockopt(zmq.RCVTIMEO, ZMQ_TIMEOUT)
        self.zmq_sub_socket_rawblock.setsockopt_string(zmq.SUBSCRIBE, "rawblock")
        self.zmq_sub_socket_rawblock.connect(self.zmq_rawblock_address)

and the full code is here: https://github.com/CounterpartyXCP/counterparty-core/blob/master/counterparty-core/counterpartycore/lib/follow.py

and here is the config file:

rpcuser=rpc
rpcpassword=rpc
rpcallowip=0.0.0.0
server=1
addresstype=legacy
txindex=1
prune=0
mempoolfullrbf=1
rpcworkqueue=100
datadir=/home/ouziel/medias/ssd/
daemon=1
[main]
zmqpubrawtx=tcp://0.0.0.0:9332
zmqpubhashtx=tcp://0.0.0.0:9332
zmqpubsequence=tcp://0.0.0.0:9332
zmqpubrawblock=tcp://0.0.0.0:9333
[test]
zmqpubrawtx=tcp://0.0.0.0:19332
zmqpubhashtx=tcp://0.0.0.0:19332
zmqpubsequence=tcp://0.0.0.0:19332
zmqpubrawblock=tcp://0.0.0.0:19333
[regtest]
zmqpubrawtx=tcp://0.0.0.0:29332
zmqpubhashtx=tcp://0.0.0.0:29332
zmqpubsequence=tcp://0.0.0.0:29332
zmqpubrawblock=tcp://0.0.0.0:29333

Is this a known limitation of Bitcoin Core? or a specific setting that is missing?
Thanks in advance.