First, the “little box” in question isn’t actually blank. When a file is loaded Read-Only there will be a graphic in it that show it is not editable or when a file has been changed there is a graphic that show that fact.
Next, I know of no other editor that shows this kind of information. Every one that I’ve used just loads the file no matter what type they are. The only reason this is an issue with Multi-Edit is because it only allows using one set of line ending characters per file and tries to autodetect the type. This will be changing in the next version of Multi-Edit. In it the line ending characters are maintained on a line by line basis so the file will just be loaded and the line ending characters that were used for each line will be saved along with the line. Something that I’m planning on doing is to allow visible line ending characters and when enabled the indicator that you are requesting will be available.