Juniper SSG20 firewall DNS proxy

I got a used Juniper SSG20 and trying to use it as my Internet gateway device. I did a factory reset (https://kb.juniper.net/InfoCenter/index?page=content&id=KB4749&actp=search), followed the wizard and setup PPPoE, DMZ and two subnets. Usually when this is done the DNS proxy works by default in most home router type devices I have worked with, but not in SSG20 (and SSG20 is not a home router),




This is how to enable DNS proxy using GUI,