Proxy protocol support and Firewall

We're running Sophos UTM 9.x in AWS and enabled Proxy Protocol support in the WAF. We've also enabled proxy protocol support in the HAproxy instances sitting in front of the UTM. We can see the source IP addresses in the WAF log but not in the Firewall log. We were expecting the source IP address would also be visible in the Firewall log since we have already enabled proxy protocol support. What steps are we missing? Thank you.