Best answer by shorTcircuiT
That is, as far as I know, normal for iOS devices. At this time WSA for iOS devices does not show up on the Console. Please see this KB Article for more information.
The Product Page for iOS lists the services available for that platform. iOS devices are different, and Apple does not allow AV in the traditional sense to be installed on the devices, nor is there considered to be a need. The threats that iOS users face are not infected files or apps, but rather malicious links, phishing websites, Identity Theft risks, etc. The Secure Web Browser is an essential part of this protection as it blocks malicous websites, secures online transactions on shopping and banking sites, and more.
The result is that a fully protected iOS device will not show up in the Console.
I hope this helps, but please let us know if you have any additional questions.