I can see you have added the configuration under  <integration> block, but for Office 365, you need to add the configuration under <office365> block like this.
 <office365>
    <enabled>yes</enabled>
    <interval>1m</interval>
    <curl_max_size>1M</curl_max_size>
    <only_future_events>yes</only_future_events>
    <api_auth>
      <tenant_id>INSERT</tenant_id>
      <client_id>INSERT</client_id>
      <client_secret>INSERT</client_secret>
    </api_auth>
    <subscriptions>
      <subscription>Audit.General</subscription>
      <subscription>Audit.SharePoint</subscription>
      <subscription>Audit.AzureActiveDirectory</subscription>
      <subscription>Audit. Exchange</subscription>
      <subscription>Audit.SharePoint</subscription>
      <subscription>DLP.All</subscription>
    </subscriptions>
 </office365>