The fact that it's not showing the folder either would suggest it's because your in conversation view. Indeed it's not showing the sizes in the
column when there are attachments either, your pic just shows attachment sizes in the header area.
Vote:
Bug 30272 - Status, Folder, and Size values for Conversation (Hybrid) View
Most generally find cono view (instead of msg view) more useful because it groups those with similar subjects.
Notice how if you expand (or open) a convo you can see folder and size:
There's a view drop down to adjust next to the paging controls in the toolbar:
