I don't have this, but it looks like from the readme that the gloves are a separate figure, so I would first make sure you are selecting the ARMS for the Glove and not for the figure itself. If you chose the figure by accident the figure, the arms would disappear as you mention.

I would expect that if you are selecting and hiding the glove only on the correct arm, on the glove figure, that it should work. If not, maybe check the Surfaces tab (for the glove figure), and see if there is a right/left glove surface that you can drop the Opacity or Cutout Opacity (iray materials) to hide the other glove.