OutputCache not working with location="Client"

Question

Ok, so I have this in web.config:

<caching>
  <outputCacheSettings>
    <outputCacheProfiles>
      <add name="Client" duration="3600" varyByParam="*" location="Client"/>
    </outputCacheProfiles>
  </outputCacheSettings>

To test it, I have created a simple ActionResult that returns a view with the current time and decorated it with:

[OutputCache(CacheProfile = "Client")]

I know that if you press F5 you are re-requesting the page from the server, even if it is cached, so, I've put a link in the menu and I am using that one to test.

Caching is not working :( but if I put location="Server", it works great.