I'm using hole wizard for an M6 socket head cap & can't get my head around this one. Is it a glitch, a bug or what?
I'm using Solidworks mainly for illustrating instruction manuals, if I can't get the renderings to look like the real world product, then I may as well chuck it in the bin.
I'm no expert, but it's probably because your hole starts below the curved surface.
Have you tried using an extruded cut to remove the portion of the face that's overlapping the hole?.
Someone with better knowledge would probably give you a better solution, but if it's just for rendering, this could be a solution for you.
You could do like G.DAVES says: make a sketch in the same surface than the hole, use "convert entities" on bigger circle(for head) and use "extruded cut" on direction "up to next".
Is possible too, use the comand: insert>face>delete and select the face tha you want to remove.