The haptic feedback stuff is meant for VR devices, and has never worked with DualSense or any other console (afaik) that isn't a VR device.
We technically could support this, but it would just be going through the normal force feedback effects anyways... maybe we could at least throw in some logs/warnings when you try and use a haptic feedback effect on a platform that doesn't support it
Result: Nothing happens
Expected: some kind of haptic vibration plays on the device
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-199872 in the post.