Application_name is not available in audit logs in SQL Server 2017

I am looking for a way to fetch client application name in audit logs in SQL Server. As per the MSDN page, it should be available from SQL Server 2017 on-wards.

https://docs.microsoft.com/en-us/sql/relational-databases/system-functions/sys-fn-get-audit-file-transact-sql

I have created a database level audit specification for select and insert and I want to determine which application is executing those queries.

Any help around this topic is appreciated.

is this a one time thing (forensic) or you want to run this indefinitely?

I want to have the ability in audit logs which will give me the application name for any query fired to give details of client application.
MSDN says that they support it from SQL Server 2017. I am able to see it when I run query on audit logs using "fn_get_audit_file" function. But I dont see that data when I review the audit logs in SSMS. So I was wondering whether I missing something when trying to configure the audit specification or something else.