Discovery works like any other DCR device addition method. That is, the net result is devices are added to DCR. One of the advantages of Discovery is that only reachable devices are added to DCR. So, if devices that show up in the Discovery report are not being Data Collected, check to make sure they are reachable. If they are, they should be added to DCR. Verify this.

Beyond filters and credentials, if the LMS server is integrated with ACS, make sure you have properly configured the System Identity User in ACS, and that all the devices you wish to manage are TACACS+ clients of the same ACS server to which LMS is integrated.