for those who do not have access to our community here is Tahir's answer:
he reason you are not seeing this option in your events is due to app permissions for the drill down work flow.
In Splunk please go to settings->workflows->dT drill down workflow in the permissions include all apps. BTW for me the drill down only works a small percentage of the time. You may see an error in the dT client just ignore it and let the purepath search run in the background for a few min.