I've done a quick search through some forums related to this router and the issue is not unique to the Pi. Apparently the same behavior is observed with Apple devices as well.
The best thing I can suggest is restarting the router and seeing if it makes any difference. The problem lies somewhere in the software which detects whether a device is connected. Clearly the rest of the functionality of the router works as the Pi has a network connection.
I know the Pi not showing up under connected devices might be annoying if you do have to resolve a network issue with it in the future, but as everything else is working I wouldn't worry about it too much.
For further reading you might be interested in this thread, and also this one. From what I've read there this is a big problem with the router. If you want a fix calling out your ISP is one option. Although, to be honest with you ISP provided equipment is normally notoriously low quality so you could use this as an excuse to invest in some nicer networking equipment.