Stars in the filmstrip near each photos is always displayed (and then useful) but not the traffic lights (selected/rejected/neutral) : is it an option that I missed ?
See the picture
Look to Preferences>Thumbnails.
As @Tom wrote, star ratings and pick/reject indicators can be set to show, not show or show only when the cursor is over an image.
Depending on these settings, filters will be added or removed, filters acting on whether images are shown in the film strip or not that is.