Security advisories for private packages

Usung GitHub Enterprise, is it possible to use security advisories for private NuGet packages, so private repositories using that package will be notified by Dependabot’s security alert?

I have created and published a security advisory for a specific version of one our private nuget packages:

I expected that admins on repositories dependent of this package would get notified by Dependabot, or at least that the vulnerable repositories would show up when opening list of my organizations open security advisories under Dependencies:

Is it not possible to use security advisories for private packages to get notified in private repositories?

Edit: Note; i have not requested a CVE for this package. Is this mandatory to accomplish what I am requesting?