I have no idea. I don't understand why the UI/HUD can't be captured. For me, when I did runs of the game, I encountered the same problem. So I began to use a program called DXtory (http://exkode.com/dxtory-features-en.html) It isn't freeware at all, costs about $30.

DXtory is also the only way to capture Windows 10 App Games on PC.

Instead of using Game Capture, use Window Capture in OBS. It will bring the UI back. It's very easy to forget while setting up though.

EDIT: May not work for everyone, figured I should mention as this just worked for me.

Problems recording the game "Manhunt 2" with OBS https://www.speedrun.com/manhunt_2/thread/ihmgy

About "Windowed Mode" https://www.speedrun.com/manhunt_2/thread/sipzd