Leonardo wan't print to Serial Monitor, from setup(), no matter what trick I use

I've checked the carefully laid instructions for printing to Serial Monitor from setup(), but they don't work for me. I mean these instructions: http://arduino.cc/en/Guide/ArduinoLeonardoMicro?from=Guide.ArduinoLeonardo#toc4

int i = 0;

void setup() {
 // Initialize serial and wait for port to open:
  while (!Serial) {
    ; // wait for serial port to connect. Needed for Leonardo only
  // Print to Serial Montor from setup().
  Serial.println("Hello from setup()");
void loop() {

  // wait for Serial Monitor to connect.
  while (!Serial) {};
  // once Serial Monitor connects, print 10 times.
  while (i < 10) {
    Serial.println("Hello from loop()");
    i = i + 1;

Each time Leonardo is disconnected, it takes me few seconds to click on IDE menu items and open the Serial Montor. Whenever I do that, Serial Monitor is empty. But, the above code should be sitting doing nothing, until S.M. opens up?

I tried this code on Mega and it works as desired.

So, while (!Serial) {} doesn't work on Leonardo?