I am not sure what version Moodle you are using, but we are using version 3.3+ and assignments show in the gradebook if grade is set to none and feedback comments is selected. Students can see the feedback in their user report. I tested this on the Moodle Sandbox which is using 3.4+ at:
It worked there as well. Feedback files alone was not enough to have it show in the gradebook, I am guessing because the feedback files do not show in the gradebook. So, to have the assignment show in the gradebook, make sure feedback comments is selected. The students will need to go into the assignment to see the feedback file.