Microsoft Defender for Identity expands support to AD FS servers

I am just deploying Defender for Identity, and my question is as well,

Should we deploy it to ADFS proxies ?  They handle the extranet lockout. So not all events are logged on ADFS.

The ADFS proxy has LOTS of logon attempts not seen on the user in AAD. On some users we see maybe 1-20 different IP addresses per day coming thru O365 (We get a pair f 2 IP addresses, one is Microsoft the other China, Russia, Brazil etc). Since they are attempts thru Microsoft, I think Microsoft should already have the data, but for some reason they hide it !!!!