Greg,
The release build of the Cocktail assemblies does not log to the output window. That code gets optimized away by the compiler. You have two options. You can create your own custom logger as described here:
http://drc.ideablade.com/devforce-2012/bin/view/Documentation/custom-logger
and then log using LogFns.TraceWriteLine and LogFns.TraceWriteLineIf. The tracing methods work in the release build.
The second option is to build the debug Cocktail assemblies from the source code yourself and reference them from your code.