I feel your pain. You can create another surface on top of the one you want, maybe even floating it .002 on top of it if it's just for illustration purposes. But, yes, ths is kind of annoying. Then, there's the fact that Pro/E splits cylindrical and some other surfaces into 2 halves, which I find far more disturbing and feel it's actually a major reason why some features, rounds particularly, fail if part of them crosses over that line. I did a test once where when I could not get a round to work because it crossed that line, suddenly it worked when I built the model oriented such (created new planes rotated 45deg in the Y axis from the default) that the round no longer crossed that line. I think this is a major problem in feature failures and has been at least since V.15 when I started on it.
Copy/Paste the surface selected. In creating the copy surface, change Options... Copy Inside Boundary and select one of the boundaries you need to select individually. Complete that feature.
Now use the Solidify command and use the Patch option to re-I.D. that surface alone.
"never, never say never"