That’s the rule change this year. It’s been the case in college.
If you request a fair catch, you have to catch it. But it’s also a touchback if it goes into the end zone. So if it’s going there you can let it go.
Though if someone else calls for it, and then you catch it, it’s still dead, but you get it where you caught it, not at the 25 (unless you’re in the end zone).