We had a few IP addresses trying to connect to our mail server via port 25 up to several thousand times a day. Our spam filter wasn't susceptible to the attacks, but did log them. Absolutely nothing in the Security Center.
I don't know about specific exploits, but these appear to be brute-force attacks to try to login into an SMTP server.
Another server that has a port forwarding rule has seen probes for the recent Sharepoint exploit. Nothing on that in security center. It also got targeted by a reflected XSS attempt (GET /Mondo/lang/sys/Failure.aspx?state=19753%22;}alert(document.domain);function%20test(){%22 HTTP/1.1), and it didn't show up in Security Center.
Weirdly, Security Center did flag some connections to that server as: limited RSA ciphersuite list - possible Bleichenbacher SSL attack attempt. So maybe it is inspecting some packets.
Maybe a brute-force attempt to logon to a server isn't supposed to be flagged by Security Center?
As far as blocking traffic, I meant using Threat Protection to block things. We currently have threat protection set to "Detection". My understanding is that these detections are what populate Security Center and that changing the setting to "Prevention" would block the detections it is currently finding. (Though it still has problems identifying clients and flagging DNS traffic to our DC and ISP as malicious).
I do have AMP disabled, but I would have thought that it would still check SMTP traffic.