The requirements for Threat Prevention are the following;
macOS 10.15.0 or later
Version 126.96.36.199 or later of the Jamf Protect agent
A plan with the Built-in Threat Prevention Options setting set to Block & Report or Report Only.
Can you confirm the Macs of the customer are meeting the requirements from above?
Herewith also some documentation where you can test Jamf Protect Threat Prevention with the EICAR file.