SetName for TestCaseData in NUnit tests still list the test method name in TestExplorer

I did a data providing structure similar as orientation from this guide:

https://justsimplycode.com/2017/03/12/using-testcasedata-from-nunit-for-better-test-name/

The only difference is that I'm providing complex objects to the TestCaseData instead of simple integers or string, but instead of the structure that is shown on their image, the test names (Pretty Test Name 1, 2, 3) are showing correctly, but there is a separated test with the original method name (Test_Method), instead of the expected tree structure below the test with method's name, like this:

The exhibition is the same either on VS 2019 and Rider 2019 as well. Test project is built in .NET Core 2.1 and I'm using NUnit 3.12.

I'm clueless on what can be the cause of this problem, but any help about this will be very much appreciated, as I need this for a proper organization, since my suite will have a lot of test data per method.

Thanks in advance!