Validation and test set significance in LM and BR

When I use the NN Fitting GUI the defauklt values for Training, Validation and Test data sets are 70%, 15% and 15%. However, if I select Byesian Regularization the Error histogram only shows the results for Validation and tests sets only. Where as if I were to use LM algorithm then the error histogram shows contributions from all three sets! I would like to know why this is and why validation set results are not significant in the BR algorithm?