Hi Paulius ,
I was talking about this with some visualize people at SOLIDWORKS World last year so as it was a year ago my memory could be hazy so don't take this to literal, I believe this is actually an Nvidia IRAY limitation at the moment opposed to being a visualize issue , although I know they were working hard on it. I am definitely using cut planes in Visualize but Ill generally use them for closeup shots of specific items so for my purposes it works quite well.
it is an enhancement request that has already been submitted though to be able to import in a section view from SOLIDWORKS or to treat the parts in visualize as solids opposed to surfaces so hopefully we see something in 2019.
Thanks for the info Scott.