Disclaimer: I’m not using extended attributes. But I did a little searching, and offer a couple of possibilities:
It appears that while extended attributes are enabled in the default kernel, they are not a default mount option in Ubuntu. Did you mount the pertinent partitions with the “user_xattr” option in /etc/fstab?
The tools (getfattr and setfattr) to manipulate extended attributes are in the “attr” package, which is not installed in my default 18.04 LTS, so you may need to install this package. There is also an “xattr” package. Not sure of the difference; one may already be a dependency of the other.
However, caja, on my default installation, does have the packages “caja-xattr-tags” and “caja-eiciel” which are used to manipulate xattrs. You might check to see if they are present.
Hope this helps.