You are not seeing successful detections in chat content, for the Microsoft Copilot Gatelet you have configured.
CASB with a Custom Gatelet configured for Microsoft Copilot
Currently the Custom Gatelet is unable to block content for Microsoft Copilot or Bing Chat as the upload is injected into the header.
A Feature Request has been created for Full Gatelet functionality, "ISFR-3036: Gatelet for Microsoft Copilot", which should support uploads performed by these apps.
Content inspection of chat messages is also not supported for custom gatelets - so only file uploads are inspected.