No personal data in purchase event

When doing an order via WooCommerce, we can see that the “purchase” event does not contain the customer data (ie shipping address etc) of the customer. The “shipping addres”) etc is as a key available, but with an empty string as a value.

This happens although we have enabled this “integrate-woocommerce-customer-data” setting in the backend.

Does something else need to be enabled? Or how can this be fixed?

Thanks in advance!