As simple as title says. It doesn't show the physbones on the Camera UI preview when you're taking the pictures, but when going through photos in my folder, I found out that all pictures from a session had physbones shown from the moment I enabled the avatar overlay to properly position tail/etc...
Steps to exactly reproduce:
Enable "Avatar debug overlay" to "Proximity physbones"
Open camera in stream mode with Spout enabled
Approach physbones with hand
Results into:
On camera it doesn't show up, but when you take a picture, the file shows the physbones.
To clarify, in Masking, the UI layer was off (you can see in attached picture that the camera UI, which was directly in front of me, isn't visible)

Photo Viewer

View photos in a modal