This is by design. The Ethereum address that is generated is not immediately available because it needs to be confirmed on the blockchain first; Ethereum differs from other coin types in this regard. This is why the API does not return the address in the result.
Ethereum addresses generally take 2-4 minutes to be confirmed on the network, though it may take longer during periods of high transaction volume.
After an ETH address is confirmed on the blockchain, you can view it in the API using the List Wallet Addresses function, found here: https://www.bitgo.com/api/v2/#list-wallet-addresses