Key Recovery Cert Not Listed In Personal Store After Approval

I am setting up KRA on my Windows 2008 R2 CA, I have granted this role to 5 people in my department. Since the Cert if stored in the Personal Store I instructed the five users to logged into the CA server with their admin accounts and enroll for the KRA and approval there pending cert.  I see all certs listed as issued but not showing up under their personal store on the CA server? Again I had them enroll from this server since it is backed up daily. When I enroll for a KRA from my Windows 7 workstation is see if listed in the personal store but not on the server? All certs were registed under the Recovery Agent with out issue? If the cert is not listed under the personal store would they be able to recovery certs in the future if need be? Why is the certificate not showing up?