No incidents are being created for the HTTPS channel when using Chrome v71.
Incidents are being created for the HTTP channel when using Chrome v71.
Compatibility for DLP Endpoint Prevent with Chrome v70 and v71 was added in DLP version 15.1 MP1.
See table 3-5 in the Symantec DLP 15.5 System Requirements and Compatibility Guide:
Symantec Data Loss Prevention Endpoint Prevent (DLP).
Installed version is 14.6 MP2.
Upgrade to DLP 15.1 MP1 or higher.