I have a 2018 Sig and I can feel it just fine. The steering wheel will vibrate (LDW) and nudge me (very subtly) back toward centre(LKAS), and the HUD displays a flashing yellow line to show that I was in danger of crossing over. It does not bring me back to the centre of the lane, but nudges the vehicle in the right direction. Its really only enough to alert me and keep me from continuing into the next lane. I think if I kept my hands off of the wheel, LKAS would nudge the car in the right direction, but depending on the road's grade, the car might just continue to veer into the next lane eventually.
If you're not feeling the car being nudged back, I would take it to the dealership to show the issue to a mechanic and have them investigate.