If you are looking within the first five minutes of the message being sent, message tracking does take time to process from the mail_logs to the message tracking database. During the first five minutes, you should be checking the mail_logs only, and not expecting to see instant message tracking results.
One item to consult would be as follows:
http://www.cisco.com/c/en/us/support/docs/security/email-security-appliance/118548-qa-esa-00.html
If you are not seeing the mail or connection even writing to the mail_logs - then the mail is not getting all the way to the ESA. If there are no connection level results, it simply hasn't hit the ESA for processing.
-Robert