CCmdUI::SetRadio - "black-dot"-look in menus?

I cannot get "black-dots" in menu items, which I checked with CCmdUI::SetRadio. I have same situation in Codejock samples (GUI_Explorer and others). There are only regular "check-marks" visible.

When I go into the CCmdUI::SetRadio I can see (MFC source file cmdtarg.cpp):
   SetCheck(bOn ? 1 : 0);
   if (m_pMenu != NULL) {
      [...]
      SetMenuItemBitmaps(m_pMenu->m_hMenu, [...], _AfxLoadDotBitmap())

but m_pMenu is always NULL, and _AfxLoadDotBitmap() is never called during the application lifetime.
The actual type of object passed to UPDATE_UI handler is CXTPCommandBarCmdUI, which overrides method SetCheck, but not SetRadio.

Is it possible to get "dot-marks" in menus with XtremeToolkit?
Or maybe suggestions what I possibly do wrong?