Custom js library doesn't work with an ajax block

Problem/Motivation

A custom JS library doesn't work, when the block is loaded via ajax.

Steps to reproduce

• Create a block
• Create a js library (see code below)
• Add the library, via either a preprocess or twig attach_library
• Load the page with the block

Simple JS library file:

(function ($, Drupal) {
  Drupal.behaviors.my_custom_block_behavior = {
    attach: function (context, settings) {
      console.log('I am not triggered');
    },
  };
})(jQuery, Drupal);

Preprocess:

function my_theme_preprocess_block(&$variables) {
 // Omitting all the necessary check 
    $variables['#attached']['library'][] = 'my_theme/my_custom_block_library';

The theme library *yml file is correct.
When the block is not loaded via ajax the console log "I am not triggered".

When the block is loaded via ajax the console doesn't log it.

I've no idea why this happens, quickly looking at the module's code, I can't identify a point which could cause this behavior.