The file I used was '0.5mm-thin-wall.stl'. When I loaded the 'z_rod_coupling.STL' and slic3r'ed it then I saw both the perimeter laydown and the part. So thank you, that explained what I wasn't seeing!
Which leads to a follow-on question, how would one change the wall thickness? Looking at the 'stl' file (rather quickly) I didn't see any reference to wall thickness directly so it must be in the coordinates. Should look up the 'stl' spec, but I would presume they 'x,y,z' and, in this case only the thickness of what the nozzle can put out. With that in mind, I'd need to make one loop, then a 2nd with slightly modifed x and y coordinates. That would be the hard way!