Hi. There are two ways of activating Anti Fingerprining. The first one is in the menu you have shown. By clicking on the slider, it should change to green and activate the feature. But, if that is not working, you can also try the following steps.
1) Go to secure://extensions/
2) In upper left corner click on Developer mode slider
3) Activate Anti-fingerprinting in this menu.
I hope this guide helps.