Hi Oren,
that is a known behaviour of subflows which has been discussed a few times on the mailing list.
In the current model, a subflow is a template of a flow. When you drag one into your workspace you are getting a new instance of the template in the flow. When you dbl click on a subflow node to edit it, you are editing the template, not the individual instance.
When a node within a subflow instance updates its status, it doesn't have a corresponding node in the editor to reflect the status update. In other words, if you are editing a subflow, the nodes you are looking at could have multiple actual instances in the runtime - so it wouldn't make sense, nor be possible, to display the status from all of them at the same time.
Part of the design includes having the ability to pick nodes whose status message should get 'promoted' from inside a subflow to by displayed against the subflow instance node.
It also has the concept of an inline-subflow, where rather than creating a reusable template, the inline-subflow is a single-instance thing used to help organise the nodes in a flow. In that case, when editing the inline-subflow, you'd get the status messages as you'd expect (as there is a one-to-one mapping between node in the editor and node instance in the runtime).
As you can tell, we've had the subflow vNext design around for some time. Other priorities have got in the way of making any progress on them - and I suspect we'll want to do a fundamental review of that design to ensure it still fits with how node-red has evolved since then.
Nick