Wake-on-LAN functionality seems to not be working (even local port scan)

I've enabled "Wake for network access" in my energy preferences. Then, I try to confirm that the UDP port is open:

$ sudo nmap -sU -p 9 127.0.0.1
Starting Nmap 7.91 ( https://nmap.org  ) at 2021-06-10 01:36 CDT
Nmap scan report for localhost (127.0.0.1)
Host is up (0.000079s latency).

PORT  STATE  SERVICE
9/udp closed discard

Is there something else I need to do to open up the WOL port?