Azure Policy for Azur Key Vault does not seem to work/to be applied

Question

I do have applied the built-in Azure Policy Key Vault keys should have an expiration date with a Subscription first and Resource Group scope then. The policy has Audit effect. I have created a new key in Key Vault without an expiration date. Microsoft Defender for Cloud though does not shows any non-compliant warning here. Do I have to upgrade its plan, or maybe apply the policy Microsoft Defender for Key Vault should be enabled as well? But also in the Policy page I see this policy is defined and assigned but it shows to be Compliant, when it should not be! Actually it shows 0 resources compliant and 0 resources non-compliant. Also this is strange, it is like it is not applied at all.

This is the Azure policy:

{
  "properties": {
    "displayName": "Key Vault keys should have an expiration date",
    "policyType": "BuiltIn",
    "mode": "Microsoft.KeyVault.Data",
    "description": "Cryptographic keys should have a defined expiration date and not be permanent. Keys that are valid forever provide a potential attacker with more time to compromise the key. It is a recommended security practice to set expiration dates on cryptographic keys.",
    "metadata": {
      "version": "1.0.2",
      "category": "Key Vault"
    },
    "parameters": {
      "effect": {
        "type": "String",
        "metadata": {
          "displayName": "Effect",
          "description": "'Audit' allows a non-compliant resource to be created, but flags it as non-compliant. 'Deny' blocks the resource creation. 'Disable' turns off the policy."
        },
        "allowedValues": [
          "Audit",
          "Deny",
          "Disabled"
        ],
        "defaultValue": "Audit"
      }
    },
    "policyRule": {
      "if": {
        "allOf": [
          {
            "field": "type",
            "equals": "Microsoft.KeyVault.Data/vaults/keys"
          },
          {
            "field": "Microsoft.KeyVault.Data/vaults/keys/attributes.expiresOn",
            "exists": false
          }
        ]
      },
      "then": {
        "effect": "[parameters('effect')]"
      }
    }
  },
  "id": "/providers/Microsoft.Authorization/policyDefinitions/152b15f7-8e1f-4c1f-ab71-8c010ba5dbc0",
  "type": "Microsoft.Authorization/policyDefinitions",
  "name": "152b15f7-8e1f-4c1f-ab71-8c010ba5dbc0"
}