When a curve is made into a control object for Cage Edit, in rendered display mode, you can no longer see the curve. You have to go into shaded/other display modes. I can’t see if there’s a toggle for control objects in display mode settings.
I just tried with Rhino 5 though, and you still get to see the control object, in the standard rendered mode. Note, in the Rhino 6 screenshot, the curve isn’t occluded by the mesh.It disappears once I make it into a control (so to get the points back you would have to go into shaded, then to rendered, given that I will often want to deform in rendered).