That's been a problem for some people for a while now..The new PXOC
version 6.0.8 just came out yesterday, you can give it a try, but I noticed it does the same thing too for me: PXOC doesn't show CPU Temp when started from the desktop shortcut, but shows it when Start With OS is selected upon booting, every single time without fail..If I close PXOC and re-open it, the CPU Temp is missing..Only when Start With OS is selected does the CPU Temp show up in the OSD Settings..Buggy.
After you uninstall PXOC and before restarting your PC (as prompted) and reinstalling again, try deleting the Precision XOC folder located in the Program Files (x86)\EVGA folder..That contains the old .cfg files which are not removed when you uninstall.
There's always the reliable MSI Afterburner (best bet) you can use, it shows CPU Temp in tray and should work perfectly.
That's about all I can tell you until the bugs get worked out by the PXOC development team.