In the example of CurrentPrincipal is Not set to GenericPrincipal. If the principalPermissionMode is set to Custom, the example works perfectly.

<behaviors>
<serviceBehaviors>
<behavior name="echoClaimsBehavior">
<serviceAuthorization principalPermissionMode="Custom">
<authorizationPolicies>
<add policyType="Common.CustomAuthorizationPolicy, Common"/>
</authorizationPolicies>
</serviceAuthorization>
</behavior>
</serviceBehaviors>
</behaviors>