Hi Thomas,
I assume you are not seeing the traffic at all, as opposed to the traffic showing as permitted when there are no rules in place. If you only have the VEN installed on the destinations of the scans (not the nmap source), and the destinations are Windows, no traffic will be reported for any flows to destination ports the server has no process/service listening on. Obviously that would not explain every connection from the scan, including anything destined for Linux systems. I would suggest opening up a case with Illumio Support to fully explain what you are seeing.
Pete