Another way would be to have the filename displayed as part of the information overlay. See the illustration and the previous message.
Interpret thusly: raw 'NEF' file has jpeg "sidecar" file on disk too, which was not imported, but is being "tracked". i.e. it's a NEF file.
The easiest way to tell in develop module whether file is raw or jpeg is to look at the temperature slider: jpeg temperature is incremental, centered at 0, raw temperature is in degrees kelvin.