I agree. For example, this page says that: "in order to provide a convincing case for epigenetic inheritance, an epigenetic change must be observed in the 4th generation. "

So I wonder why they only tested three generations. Since F1 females are already born with the reproductive cells from which F2 will grow, the organism of a F0 exposes both of these future generations to itself and its environment. That some information exchange takes place there is not that surprising, but the effect may be completely lost in F3 generation.