Wet sponges placed in the Nether do not affect the "placed_block" trigger. To test this I created a simple datapack that increments a scoreboard counter by 1 every time a block of any type is placed. The score does not increase when wet sponges are placed in the Nether.
When placed, a wet sponge exists briefly before transforming into a dry sponge. This can be seen from looking at the Targeted Block on the debug screen.
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Confirmed for 1.20.1, this is also the case for Water in the Nether and TNT placed next to a power source
The block only ever exists as wet sponge client side.
This can be tested by placing it above a repeating command block with following command:
The advancement should trigger nonetheless, since you did place a block, even though it gets transformed immediately.