Same...My friend has the older version of the watch and it shows on hers but the new one doesn't, that I can find. I have to go to the app to find it. I cant imagine they would remove such a feature.
Sadly they don't... Which you're right, makes little sense to remove such a basic piece of data... they do include cals burned through exercise activity. It's really a crappy setup tbh and such a disappointment.