joshi tm: Good question. I've asked this before, but never gotten a straight answer.

I think you should find out the rank of any piece you capture.
Other players think it should remain unknown (unless you've spied it). Programming for known and unknown pieces could be difficult. Other than that, I know of no reason that they are not displayed. I keep a list in my private notes for each game, but that's a big pain in the ass, which is the main reason I don't play more.