Hi egawd,
Now it's clear. When you try log on port 2222 it hits Destination NAT rule nsw_destnat as you are trying to do this from Internet zone. And because of the destination NAT rule your traffic become a passthrough traffic through SRX and it hits policy deny-internet .
But when you open any other connection you wont hit the destination NAT rule and then traffic hits self-traffic-policy and session logging don’t happens. To verify this you change the destination port on NAT rule to 5555 from 2222 and you will see traffic logs for port 5555.
Also you will not see the logs if you try opening 2222 from 192.168.1.0/24
Now it's clear. When you try log on port 2222 it hits Destination NAT rule nsw_destnat as you are trying to do this from Internet zone. And because of the destination NAT rule your traffic become a passthrough traffic through SRX and it hits policy deny-internet .
But when you open any other connection you wont hit the destination NAT rule and then traffic hits self-traffic-policy and session logging don’t happens. To verify this you change the destination port on NAT rule to 5555 from 2222 and you will see traffic logs for port 5555.
Also you will not see the logs if you try opening 2222 from 192.168.1.0/24