I believe this is also a similar issue reported in Premier Support case
646238 using MFC style Debug TRACE in Windows* Visual Studio 2010. I have entered a DPD200175210 for development to review. An MFC application with MFC style Debug TRACE was test and the behavior replicated. It does not
appear that Intel Inspector XE captures MFC style TRACE messages from what I can tell thus far. Unfortunately, I was not able to determine a
workaround other than to use another type of messaging. Perhaps someone on the forum has another idea
as it relates to MFC TRACE. None the less, Development is looking at the issue via the DPD report.
Note that Trace messaging in a CLR application in the form Trace::WriteLine( "Entering Main" ); is displayed in the Intel Inspector XE Application Output window in the Collection Log tab.