The key phrase in help is that this function returns this list while the record is open--while it has not been committed. That seems to keep a calculation field from showing anything even if unstored as you have to commit the record before it will update and then the record is no longer open for editing.
Try using a script tirigger such as OnObjectExit to display a show custom dialog or set a text field to the results of this function and you'll get your field list.
Oddly, it will list calculation fields as modified when a field referenced by the calc has been modified--which isn't how I'd prefer this to work.
Thanks for the quick answer, Phil!