Set window caption from variable

I want to set Caption on init from variable.
In http://nsis.sourceforge.net/Docs/Chapter4.html#4.8.1.7 is written that this can be done but in my case it doesn't work.

That works fine;

OutFile "$%temp%\temp.exe"
Caption $0
Function .onInit
  StrCpy $0 "Hello"
FunctionEnd
Section
SectionEnd 

However, this only sets the caption for the installer's entire run when it starts up. This means you can perform some manner of operation to determine what to set the caption to when the installer starts, but is unrelated to changing the caption mid-installer.

For the latter, you'll want to see: