have you applied the FX, or just previewed it ?
if not, make a new animlayer (same length than the project length),
then Select All Frames, and Apply (FX-stack).
the extra layer creation is basically to be able to hide it, and have the animation preserved,
(without timecode overwritten on it),
if you apply directly on your anim, you will loose your instance/exposures timing, I mean you will break all the sequence.
the advantage of the framecounter as FX is that you can tweak it as you want regarding your scene and your taste,
font, size, position, black/white, white/tranparent, ...etc.