Simscape Multibody has a "Spline" block that lets you display a curve if you pass in the XYZ points. You have to display the whole curve during the whole simulation, if that's OK. Also, since it is an interpolating spline, I'd recommend passing in a bunch of the trajectory points (just the waypoints) and it will hopefully look close to the ideal trajectory.
If you need something to visualize the full trajectory of the path a body actually took, I might recommend using a "Transform Sensor" block to log the XYZ position of a particular coordinate frame and then log that data to MATLAB where you have all the visualization capabilities.
That aside, I agree with you that there should be an easier way to trace the path of a selected coordinate frame during simulation and visualize it on the Mechanics Explorer itself. I will convey your use case to our development team!