Probably this is because trace information is not propagated. You can check out headers provided by producer side. If there are no trace headers, then check server side. If headers are supplied then it is consumer side problem.

Trace info propagation depends on interop mechanism. I mean that for REST it is one set of classes but for Kafka it is other set.

For Kafka e.g. Spring Boot 3 has observation turned off by default.

It can be turned on by these properties:

• spring.kafka.template.observation-enabled=true for KafkaTemplate
  

• spring.kafka.listener.observation-enabled=true for Listener
  

Or if you construct KafkaTemplate and/or ConcurrentKafkaListenerContainerFactory beans by yourself then you should set observation while configuring beans. Have a look at this article https://www.baeldung.com/spring-kafka-micrometer#2-propagating-the-context

For REST afaik there are no special properties and it should work out-of-the-box.

BTW, you no need to include micrometer-tracing dependency. It is transitive from micrometer-tracing-bridge-brave.