I am on NGUI 3.0.8 f7 (latest version). If I set the UIScrollView ShowCondition to WhenDragging before I start the game (in the editor), I never see the scroll bar.
However, if I set the ShowCondition to Always before the games starts, and then change the setting during play to WhenDragging, I see the bar during drags as expected. I'm assuming this is a small bug with the newest version.