This is definitly possible as Web Gateway will be logging everything that passes through it. So I dont see how the data would not show up in Web Reporter unless you arent logging it for some reason.
Have you inspected the access logs for any users that matchin on this rule?
Please also list your versions for reference.
Thanks, I will look again. I did not see this to be the case. But, I was in a hurry. Thanks for the information.