How to turn off circles of Shaded Cusmetic threads

I'm not sure what you call this but when I use hole wizard to create tapped holes and tick Shaded cosmetic threads option, I have circles around the holes.

These circles are visible even when they're behind a face or a flange.

I have no idea why these circles are visible even if they are behind a flange.

Is there any way to have Shaded cosmetic threads option on and hide these circles when they're behind a flange?

Solidworks 2015

windows 8.1 x64

NVIDIA Quadro K600

16 GB Ram

Thank you.

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