To be honest I think it depends on your normal map. I have normal maps where 10% means I'll see every splinter bumping out of a wood surface while with some other normal maps I need to up that amount to like 50%.
From my experience whenever I've went to high with the normal map strength I got a similar effect to yours.
edit: Man I am so sorry, I totally misread your post. You are basically asking why there is the missing texture flag there right?
Yeah, nothing to do with you or your C4D. Like I said before, its working as intended and I presume the devs will eventually make it display a proper preview / icon. The fact that it shows it as missing is not a problem.
Initially I thought you were experiencing shading errors that offset your texture / create other shading problems. That said, when I opened your file I did notice that your normal map is too strong and it creates a faceted look on the sphere. You'll probably need to tone that down.