I'm using the + > Effects > Star to create some highlights on some cheesy 70's lettering and have some problems hiding them.
To reproduce the problem:
Create an image with a black background.
Create three transparent layers above the background.
Use + > Effects > Star to create a star on each layer.
Group the three star layers.
Click on the hide icon for the group.
Note that all stars remain visible.
If you do something daft like hiding the background, the stars will the disappear with the background but won't re-appear when the background is made visible again.
Using Pixelmator Pro 1.0.8 on macOS 10.13.3.
 I thought about converting the individual stars to pixels as a workaround but that option is greyed out for individual layers.
[edit2] If I put a star layer in a group and merge the group, I can flatten to a pixel layer. When I do this, although the thumbnail shaws the star, it does not show as part of the image.
Is something not working like it should? Let us know.