The command you have used is correct and the change be verified inside the advanced option of the high performance plan.
However, powercfg.exe only changes one setting in one power plan at a time. The command Change what the power buttons do (Control Panel - Power Options) will change one setting in all power plans at once.
You can easily see when using Process Monitor (Filter: RegSetValue and path containing Power). A change by powercfg.exe looks like this:
Using the above mentioned command from the command panel results in these changes:
Therefore, if you use powercfg.exe to set this setting in all power plans should therefore be reflected in Change what the power buttons do.
(You might to need to save the screenshots to your local computer to view them)
A script that causes powercfg.exe to change a setting in all power plans can be found here.