Hi Devin,
JC is right, the router, in this case, is not enabled the Frame Pending bit set after the data request. The end device that you are working on is polling the data from his parent. So, you should see something like this.

The sleep end device A0CA is sending the data request and the ack from the coordinator enables the frame pending bit because the coordinator is sending a simple descriptor request, in this case.
Just to confirm, what is the AN that you are working on?
Regards,
Mario