By default, logging of traffic will be enable only on rules that are set to block certain traffic. In this case the traffic is allowed. I would suggest enabling the logging (to traffic log) on all the rules in the firewall policy and then recreate the issue (or wait for the issue to be automatically recreated) and then check the traffic log again for the concernet trafic in the log.
To enable logging on all rules, open the firewall policy (assigned to this PC) in SEPM and got to Rules page and look for "Log" column. right click on each rule and select "Write to traffic log" and save the policy.
Note: I would suggest not to create a new rule to allow and log all traffic, as it will allow all the traffic. Once a traffic is allowed by one rule, it will not be inspected by the other rules. Rather enabling the logging on all the existing rules will be more effective.