This is a regression as it is working as expected in 4.18. When using the class PlacedEditorUtilityBase to draw a debug sphere, it doesn't appear in the editor in 4.19 and 4.20.
Results: No debug sphere is drawn in the editor
Expected: A debug sphere should be drawn in the editor
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-59743 in the post.