Console errors are not captured with custom client and hub

SDKs
1 
<script src="https://browser.sentry-cdn.com/5.15.5/bundle.min.js" integrity="sha384-wF7Jc4ZlWVxe/L8Ji3hOIBeTgo/HwFuaeEfjGmS3EXAG7Y+7Kjjr91gJpJtr+PAT" crossorigin="anonymous"></script>
<script src="https://browser.sentry-cdn.com/5.15.5/reportingobserver.min.js" crossorigin="anonymous"></script>
<script src="https://browser.sentry-cdn.com/5.15.5/captureconsole.min.js" crossorigin="anonymous"></script>
<script src="https://browser.sentry-cdn.com/5.15.5/dedupe.min.js" crossorigin="anonymous"></script>

var SentryClientGlobal = new Sentry.BrowserClient({
        environment: 'development',
        dsn: 'secret',
        integrations: [
            ...Sentry.defaultIntegrations,
            new Sentry.Integrations.ReportingObserver(),
            new Sentry.Integrations.CaptureConsole({
                levels: ['error', 'warn']
            }),
            new Sentry.Integrations.Dedupe()
        ]
    }),
    SentryHubGlobal = new Sentry.Hub(SentryClientGlobal);    

// Capture additional data 
SentryHubGlobal.configureScope(function(scope) {
    scope.setTag("siteid", SITEID);
    scope.setTag('cID', CID);
    if (LOGGED_IN) {
        scope.setUser({ id: "<?= $u->uID ?>" });
    }
});

console.error('Boom!'); // this is not captured in Sentry

Initializing a client and hub manually like this doesn’t capture the console errors that are otherwise logged if I just use Sentry.init() and Sentry.configureScope normally as mentioned in the docs.

What am I doing wrong here or is it a bug?