This always shows the current post status in the labels. This is especially useful when adding many custom post states.

/**
 * This always shows the current post status in the labels.
 *
 * @param array   $states current states.
 * @param WP_Post $post current post object.
 * @return array
 */
function custom_display_post_states( $states, $post ) {
	/* Receive the post status object by post status name */
	$post_status_object = get_post_status_object( $post->post_status );

	/* Checks if the label exists */
	if ( in_array( $post_status_object->label, $states, true ) ) {
		return $states;
	}

	/* Adds the label of the current post status */
	$states[ $post_status_object->name ] = $post_status_object->label;

	return $states;
}

add_filter( 'display_post_states', 'custom_display_post_states', 10, 2 );