For some DBCC commands, output is only written to the SQL Server errorlog by default. If you also want the output in SSMS, you need to enable TF 3604.
I'm not sure in which DBCC commands this applies to. It may be a thing of the past, so that there are no such DBCC commands any more - at least not documented once. I cannot recall having seen any reference to TF3604 for a long time.