how could RFECV ever give the same score to all number of features selected?

I built an XGB and ran RFECV over 250 features. After an hour or so, I plotted the grid_scores_.

All numbers of features are within 0.02, as clearly visible on the y-axis.

To me this plot would indicate that it doesn't matter if I have 1 variable or 250 in my model. Which has a lot of scary ramifications.

Has anyone ever come across this in their work? If so, what did you determine? How is this even possible?