Works for me... not sure what you're trying to do. You need to provide more info.
Here's what I'm doing. Let me know if you get the same results:
I import a video sequence. I put it in a new comp. I create a new shape layer (a rectangle). I motion track the sequence (I click on Track Motion). At this point, my rectangle disappears. I click on the play button (analyze forward) and AE creates tracking points. I click on Edit Target and I select the shape layer and click OK. I click on Apply. A motion Track Apply Options window pops up, I click OK. My rectangle is still gone, nowhere to be seen. When I do the exact same steps with a text layer, the text will reappear when I click OK at the end. Not the shape layer.
I just realized my rectangle had been moved out of viewing area, for some unkown reason. I just had to reposition it.