Lemming info during replay feeels too important to be hidden, also. (It's hidden in C++ Lix, which is a bug.) It is better to hide the lemming info than to hide the replay icon, but that's not enough to warrant it.
People often pause during replay to think, and need all info. I beileve I'm in replay mode about 50 % of my entire in-level time, most of it paused.
There are many other places where icons can be drawn: Near the mouse cursor, in a corner, anything. No need to cram everything into the status bar. For D Lix, I'm considering a little icon or animation next to the mouse cursor. Replaying/not replaying is important, and requires prominent exposure.
-- Simon