If you don't see it, then there's something in sp_whoisactive that's filtering out those locks. Probably it's only showing sessions that are running, not ones that are sleeping and holding locks.
The lock is there from the time you connect to the database til the time you close the connection or change database context.
Trivial to show too.
Run in one window (and note the session_id)
Run in another window
SELECT resource_type ,
WHERE request_session_id = <session id from the first window>
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