I did a quick test in a new scene and it worked, so not sure what is going on. My test was just two new cube objects with a physics material, rigidbody added and one of them have an FSM. FSM has 'collision event, on enter' which goes to a new state with the 'collision info' which showed me the object collided with and it's material.
So the action seem to work as intended. Maybe you could post your game object setup and the collision event state.