Erik Darling points out a new bonus when you upgrade to SQL Server 2017 CU3:
Don’t go looking in SSMS just yet. If you get an actual or estimated plan from a query in SSMS, it’s not in the XML.
However, If you get them from the plan cache later, you can see them in the XML.
According to People Much Smarter Than Me®, SSMS strips out XML that it doesn’t recognize, so we’ll have to wait for the next version to drop before we can access it easily.
Erik also has links to get more information.