Welcome to the forum.
That is a little strange. Obviously when you RC on annotations in the feature manager
all annotations are checked.
Also in tools>options>document properties under the detail section make sure that cosmetic threads are checked as well.
What version are you running?
Also check this thread to make sure this is not the case as well.
We are using Solidworks 11.
Yes all display cosmetic threads are checked and the threads are not suppressed.
The Threads show in the view the detail comes from.
I'm also having this same issue. I have a body part file that is put in an assembly where I cut a bore and place a cosmetic thread. All of the regular views will show cosmetic threads but the section views will not. I had issues before in trying to show cosmetic threads on assembly drawings when the thread was done in the part file but in this case the thread is done in the assembly file.
I know I'm a bit late to this discussion. I, too, had problems with this.
After stumbling around on the internet, I foudn the answer to this problem.
The way I found to correct this is to go to:
On the right hand side is a section for Cosmetic thread display, make sure the only option under this (High Quality) is checked. When I did this, my cosmetic threads suddenly appeared.
I hope this helps someone in the future. I know that SolidWorks (lack of) Help can be frustrating.