Hi MilkmanDave!
Try to render with caustics enabled and disabled in Corona Light and compare those two images. You'll see that the caustics are indeed there. There are however two issues with your setup:
1.) The light emitter is so big that the caustics are everywhere and you have a hard time seeing them.
2.) The geometry is not so well-suited to show-off caustics. What you want is concave surfaces that will focus light, making the caustics very bright in some places of the image