You setup an Active Directory Authentication Policy and use a membership in Authentication Policy Silo as an access control condition. Next you setup Authentication Policy Silo to use the abovementioned Authentication Policy for appropriate principal types. You set the silo into “audit-only” mode.

In that case, AuthenticationSilo claim is not issued for your security principals.

Why does this happen?

As described in 3.1.1.11.2.18 GetAuthSiloClaim section of Active Directory Technical Specification, AuthenticationSilo claim is issued only when policies in Authentication Silo are enforced:
/*
Check if user is assigned to an enforced silo.
*/
assignedSilo := pADPrincipal!msDS-AssignedAuthNPolicySilo
if (assignedSilo = NULL ||
assignedSilo!msDS-AuthNPolicySiloEnforced = FALSE)
return NULL
endif

Resolution

I’ve found no option to modify this behavior yet. Just keep it in mind while you are testing your Authentication Policies configuration.