CA NFA Threshold Violation events are not being displayed in the filtered events view of CA PM.
The default settings of the Filtered Events dashboard have PM Thresholds selected. By leaving the PM Thresholds selected you are saying to only show you events related to those Thresholds. As the NFA events do not pair up with them, they will not show.
Deselect the PM Thresholds in the Filtered Events dashboard.