Are you sure your browser or proxy is configured to use https? In my case, HTTP://p0f.popcnt.org is correctly anonymised, while HTTPS://p0f.popcnt.org is not and leaks my originating IP address.

I was concerned, so I tried a bit of troubleshooting before realising I configured Firefox to use no proxy for HTTPS traffic (because I don't want my banking to go through the proxy). So really, there was no problem.