Hello Hector,
Welcome to the Forum!
I have notice a similar thing using Windows XP. You have to stop and start the Sniffer several times or start and stop the advertisements and then the connection will show up on the the sniffer screen. The screen will stop the advertising when the connection is established. When you terminate the connection, the advertisements will start again.
There is probably a better solution out there. Until then, the best way to solve it is to start and stop the advertisements until it displays the connected communications. Restarting the sniffer sometimes allow you to see the communication between the devices.
Thanks,
