It works in alpha too, just not as straightforward as in other renderers. In order to get better results, tweak a little bit Render Mesh Quality parameters under Rendering Approximation. Or you can simply check Use Viewport Mesh checkbox and renderer will use body object's Viewport Display settings.
Body objects implementation in A5 leaves a lot to be desired, but as Keymaster said, it's should be better in A6. We just have to wait and see.