The current environment does not support the specified persistence type

https://firebase.google.com/docs/auth/web/auth-state-persistence

The default for web browser and React Native apps is local (provided the browser supports this storage mechanism, eg. 3rd party cookies/data are enabled) whereas it is none for Node.js backend apps.

When I try the following in my React Native Android app:

const signIn = () =>
  firebase.auth().setPersistence(firebase.auth.Auth.Persistence.LOCAL).then(() => {
    return firebase.auth().signInAnonymously();
  });

I get the following error:

The current environment does not support the specified persistence type.

Is this a bug or have I missed something from the docs?

Environment:

"dependencies": {
    "firebase": "^4.5.0",
    "react": "16.0.0-alpha.12",
    "react-native": "^0.48.4",
  }

Android 7.0