You would need to add a logging rule before the DROP rule, as per default it’s not logged.
iptables -I MAILCOW 1 -m set --match-set abuseipdb_blacklist_v4 src -j LOG --log-prefix "MAILCOW-DROP: " --log-level 4
ip6tables -I MAILCOW 1 -m set --match-set abuseipdb_blacklist_v6 src -j LOG --log-prefix "MAILCOW-DROP: " --log-level 4