As of now, DLP (Data Loss Prevention) alerts shows "sensitive info types"(SIT) for the files which are either PDF or Office files. It does not show sensitive info types for other files like CSV files , TXT files and so on.

The idea is that irrespective of the file type, there should be sensitive info type available for all alerts. SITs provide insights into the actual data transferred which makes easy to decide whether it is False positive or True Positive.So there should be SIT for each and every DLP alert.