Looks like this question has been answered on the Dynatrace community by one of our users:
https://community.dynatrace.com/community/pages/viewpage.action?spaceKey=DL&title=Splunk+Application&focusedCommentId=218267991
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.
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