Some Siteminder default header variables are not populated : e.g. SM_USERSESSIONIP and SM_USERIPADDRESS. You need to create a response and bound it to your rule/policy.
Even if they are generated automatically they are not available in the headers and you would need to do an extra action.
Reference of the CA SiteMinder®-generated Response Attributes:
To have them available, you need to create a response (Type User Attribute) and link it to your rule in the authorization policy.
For example, to have the USERIPADDRESS in the Header:
Respone Attribute WebAgent-HTTP-Header-Variable
variable name: USERIPADDRESS
Type : User Attribute
Attribute Name : SM_USERIPADDRESS
The Attribute Name should reference the exact name of the CA SiteMinder®-generated Response Attributes.