Anyone else experiencing the issue in this week's release that, immediately after creating a radial filter, its mask's outline shows regardless of where the cursor is (i.e., not just temporarily when hovering over the adjustment's pin). This makes it impossible to judge the filter's effect. You have to completely exit the radial filter's "dialog" (e.g., click on the radial filter's icon at top of Lr's left panel) to truly see radial filter effects ... a PIA!
I am also experiencing the same radial filter mask bug in CC 2015.5's gradient tool! BTW shut down and restarted Lr and bug remains.
Pressing [O] to remove the overlay doesn't make it go away?
That was it ... never realized that feature ... sorry!
If you have the Toolbar open [ T ] it has an option to set it as well.