My partner plays the game with Names turned to "none" all the time ... and watching her play this evening, I realised she had no way of knowing wether or not the person she was trying to talk to, had access to Filtered Chat or not.
Because that icon is treated as part of the name, and therefor, it wasn't visible to her.
As such, I believe it would be appropriate to keep that icon visible over someone's head, even when their name would not normally be displayed.
