Do you have Hidden Lines turned on for that view? You don't just set the settings for threads - you have to turn on hidden lines as well (4 places above where you set the view's thread display style in Drafting).
Tim Flater
NX Designer
NX 11.0.1.11 MP8
GM GPDL 11-A.3.4.2
Win7 Enterprise x64 SP1
Intel Core i7 2.5GHz 16GB RAM
4GB NVIDIA Quadro K3100M