Kendra Little does some investigating:
Triggers can be tricky to observe in SQL Server. When you need to understand exactly what a trigger is doing and what it impacts, Query Store and Extended Events both have something to offer, but using them effectively requires navigating some confusing nuances. Query Store tracks query-level executions aggregated by query_id, but has a habit of generating a lot of query_ids with different context settings for triggers. Extended Events can capture trigger module starts and individual statement completions within triggers.
This post walks through setting up both observation methods on a test trigger, then compares what each one shows. You’ll see how Query Store data gets spread across multiple query_ids and context_settings_id values, a variety of ways to trace triggers in XEvents, and why the numbers don’t always match up exactly between traces and Query Store.
This is definitely worth the read. Kendra does a great job laying things out in a thoughtful manner and provides a lot of additional insight.