Did you mean that you can only see MDC information in this place? And what's your target?

=============================UPDATE==============================
I'll share my configuration on the project. If we need to add appinsights java agent to our program, we could follow this tutorial.
First, download the jar file mentioned in the tutorial you can save it in your workspace, I stored it in the path:D:/applicationinsights-agent-3.0.2.jar
Then I created a file 'applicationinsights.json' in the same folder as jar file. In the json file, I set the connection string of the azure application insights instance. Creating a new application insights then I can get the connection string in the overview page.
Next, I need to set the jvm args. I used sts as the ide, so Menu bar-> Window-> Preference-> Java-> Installed JREs-> double click the one you used-> Default vm arguments set vaule -Xmx512m -XX:+UseG1GC -javaagent:D:/applicationinsights-agent-3.0.2.jar

Adding the MDC code and starting the program, then I can get the result in the top of my answer.
If you need to deploy your program into azure app service, official doc said agent appinsights hasn't supported app service, but I find another answer which proved to be ok of this feature. That says
Enable application insights for the app service and specify an app
insights instance and Add this application setting;
XDT_MicrosoftApplicationInsights_Java -> 1
Let's see log4j2 configuration in my side.

log4j2.xml
<?xml version="1.0" encoding="UTF-8"?>
<Configuration status="FATAL">
<Properties>
<Property name="pattern">%d{HH:mm:ss} %-5p [%c{2.}] (%t) requestDemoTag=[%X{demoTag}] %s%e%n</Property>
<Property name="logPath">logs</Property>
</Properties>
<Appenders>
<Console name="console" target="SYSTEM_OUT">
<PatternLayout pattern="${pattern}"/>
</Console>
</Appenders>
<Loggers>
<Root level="INFO">
<AppenderRef ref="Console"/>
</Root>
</Loggers>
</Configuration>