nRF52840 as Sniffer - The Connection Packets are not captured

nRF52840 Dongle is configured as Sniffer in the right way according to documentation. When sniffing capture on Wireshark is started, only the Advertising packets are captured. After a connection is done between two BLE devices, nRF52840 does not capture these connection packets and no packets are seen in the Wireshark IDE. Please help on this.

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