public PhysicsWorld.DrawTarget drawTarget { get; set; }

This filters on top of the world's own _drawTarget: the world decides whether it draws into a view at all, and this decides whether this shape is included when it does. The state is not part of the shape definition and is never recorded, because it describes how the shape is being looked at rather than what it is. A player build has no Scene view, so a shape set to PhysicsWorld.DrawTarget.SceneView is never drawn in a build.