Thank you for posting your query on Microsoft Q&A, from above description I could understand that you have added Microsoft supported data connectors and want to know why does the "data types" does show green status (connected).
Please do correct me by responding in the comments section for any discrepancies.
I was able to test this in my lab an found that the connector pulls the data for past 24 hours by default. Once event logs are pulled for a specific data type it gets displayed in the graph.
If no activity has been observed in your tenant for a particular datatype then no events would be pulled and since its a new setup it would not show in green state.
For example:
I don' have any events under Service principal sign-ins in Entra ID, hence I don't see any active/green status for this data type on my connector.
Once I have any events generated it will be pulled my data connector in next polling cycle.
Please "Accept the answer (Yes)" and "share your feedback ". This will help us and others in the community as well.
Thanks, Akshay Kaushik