In that picture, nothing is actively connected to your Bluetooth. If there was, it wouldn't say Bluetooth underneath, it would name the device actively connected.
Since there is no device actively connected, the Bluetooth icon will not show in the status bar.
A device has to be actively connected for the Bluetooth icon to appear in the status bar.
The second shows the main screen. Bluetooth icon gone.
The third shows Bluetooth connected on main screen. Notice the arrows in the last picture. This shows it is active. Can you see this in your phone?