Hey
I just testedd it on one of my test sites. I think it shows that depending on where you are connecting from. For instance, I wasn't able to see the added code from my site when I just opened a browser (tested in FF and chrome) from my local computer. When I used a proxy service like THIS ONE I was able to see the code below the /html tag at the bottom of the page:
<!-- Cached by Wordfence PHP Caching Engine. Time created on server: 2014-09-15 14:02:43 UTC. Is HTTPS page: no. Page size: 20501 bytes. Host: www.xxxxxxxxx.com. Request URI: /mmm-challenge-group-16/ Encoding: Uncompressed -->
Check with the proxy and let me know if you can see this
tim