I spoke with Amazon/AWS Support, and though not clear in the documentation, Cognito Analytics with Pinpoint will only auto start working if you are using the iOS/Android SDK or JS SDK.
If you are using C# / Java, you need to wire up the Amazon Pinpoint Project Id to:
Passing that value to certain methods in my sign up with the C# SDK, did get data to begin appearing.
I hope this helps someone!
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