Make sure you have logging enabled on the security policy you want to monitor and that there is/was traffic actually passing through that policy.
An example of enabling logging ( since you have app firewall enabled it will be slightly different ):
user@host#
set security policies from-zone trust to-zone untrust policy default-permit
then log session-close
user@host#
se
t
security policies from-zone trust to-zone untrust policy default-permit then log session-init
check for the "then log session-close" and "then log session-init" at the end of the security policy.