Execution plan without executing the query

DTP execution panel, when user right clicks on the query and ask for execution plan then no execution plan is returned. Only if the user executes the query then the execution plan, then user requests for plan it is returned. A query plan can be retrived by excuting

SET NOEXEC ON
<query>
SET NOEXEC OFF

Also, when I tried to manually do the above steps in the DTP SQL Scrap Book, then it seemed like it is using a separate connection for each of the abouve commands. so to check that we did

SET NOEXEC OFF

SHOW NOEXEC -> result was -> NULL (should have been ON)