When we use “Send web request” action for “Issue Updated” trigger, A4J is not sending any data in changelog.
However, when we use Jira webhook (System > Webhooks) and issue is updated, Jira is sending details in changelog.
From Jira Webhook
From A4J “Send web request”
Request to include changelog information in the web request when webhook is sent through Send web request action in 'Automation for Jira'.