Have you definitely enabled traffic analytics also? You need to deploy a log analytics workspace to ingest the NSG logs. Please see this part of the documentation here for the complete setup guide: https://learn.microsoft.com/en-us/azure/network-watcher/traffic-analytics#enable-flow-log-settings
If you have done this already, you can check the logs in the log analytics workspace and see if any data has been ingested but it sounds like this is the issue.