Cosmetic threads on internal part not working

I have an assembly with a few internal parts one of which requires an external thread, but when I try to add one nothing appears.

I did a little experiment... external parts cosmetic thread appear just fine, but if the part is internal to the assembly... nothing!  What's going on, can I fix this without externalizing the part?

btw, I'm using SW2009 SP4.0

SolidworksAssemblies