If memory serves me correctly, this was a change in a relatively recent firmware update. The Kindle used to display the page header always; now it disappears after the first page turn, so you gain an extra line of text on the screen. I suspect that your two Kindles have different firmware versions. I'm not sure why you'd want it always there - it's just wasting space that can be usefully occupied by the text of the book.
Currently proofreading The Poison Belt, by Sir Arthur Conan Doyle.