The Show Collision option in the Viewport does not show all collision during Simulate

The Show Collision option in the Viewport does not show all collision during Simulate.

1. Open any project
2. Create a new Actor Blueprint
3. Add a Capsule component
4. Place the BP in the level
5. In the Viewport's Show menu, enable Collision
6. Simulate

Results:
The Blueprint's collision disappears from the Viewport.

Collision not showing during simulation for a projectile