Does Postman's Chrome Interceptor still work with the standalone version of Postman?

I've previously used the Postman Chrome's Extension along with the Postman Interceptor Extension to capture HTTP requests made from Chrome in Postman.

However, now that Postman has migrated from a Chrome extension to a stand-alone application, I'm having trouble reproducing this functionality in the stand-alone version of Postman (v5.5.0).

Postman's documentation suggests that it is still possible here however the screenshots don't match the latest version of the app.

For instance, in Postman instead of seeing an icon which looks like a satellite, I see an icon which looks like a satellite dish:

Clicking this image results in a PROXY SETTINGS dialog where I am asked to select a Port.

When I choose the default of 5555, turn on the interceptor extension in Chrome and make requests from Chrome, I don't see the requests appearing in Postman.

It would seem as though Postman has now re-added this functionality to the native app:

With the release of Postman v7.2, Interceptor is back. However, its functionality has changed a bit – the Interceptor Integration only syncs cookies. Now you can specify browser domains in Postman and Interceptor will capture cookies for those sites and sync them to your instance of Postman. You cannot currently capture requests using Interceptor since Postman’s built-in proxy already enables this.