I think this is a bug & it needs to be picked up by any VW people reading this.
I don't know if it's related to what's discussed here:
https://forum.vectorworks.net/index.php?/topic/111074-radial-dimension-tool-not-working/
I would say this is a technical limitation rather than a bug. Hidden Line renders are a collection of lines generated from the model. So, those circles are no longer circles. Actually, since those are really holes subtracted from a solid, I'm not sure you can snap to the centers in the model either (I'd need to test). I certainly get why you want to have this but wanted to explain why it is the way it is.