Calling soup_session_add_feature in the GJS binding (session.add_feature) results in an error of 'session.add_feature is not a function'. Upon further investigation, even accessing the method signature in GJS results in an error. I have only tested this in the GJS bindings and I am unaware of any problems in other language bindings. It may be that the add_feature function is conflicting with the add_feature property, though I'm not sure.

To reproduce in GJS console:
gjs> var session = new Soup.Session();
gjs> session.add_feature;
(gjs:7138): libsoup-WARNING **: soup-session.c:866: invalid property id 17 for "add-feature" of type 'GParamObject' in 'SoupSession'
gjs> session.add_feature(new Soup.Cache({cache_dir: null, cache_type: 0}));
(gjs:7138): libsoup-WARNING **: soup-session.c:866: invalid property id 17 for "add-feature" of type 'GParamObject' in 'SoupSession'
TypeError: session.add_feature is not a function

A temporary workaround is to pass in the features when constructing the Session object. This is working correctly for me.
Example:
gjs> var cache = new Soup.Cache({cache_dir: null, cache_type: 0});
gjs> var session = new Soup.Session({"add-feature": cache});
gjs> session.has_feature(cache)
true