I am having the same issues.
SEPM servers running MR5, Clients running MR5, AD Sync in place.
Scans occur, the client system logs it, the SEP client never logs anything.
SEPM does understand that the scan has occured, you just have to specify the search criteria to give you info on scans that occured with files scanned over 50K (the little scans, or active scans, I dont really care about)
So it works, theirs just no logs on the local SEP client to reflect that its working.