I think the MPLAB SIM documentation sums up the issue perfectly:

> MPLAB SIM only simulates to the register level, not the pin level,
> e.g., RB0 represents the value in bit0 of the PORTB register, not the
> value on the pin named RB0. 
>
>This makes sense as the simulator is a software model, and not actual device hardware.

Since CLKOUT is based on the chip hardware and isn't a SFR, it won't be simulated.