Which operating system are you using?
Which version of photoshop cc?
(photoshop cc or photoshop cc 2014)
Have you applied all the updates using Help>Updates from within photoshop?
I'm on Windows 7 64 bit and Photoshop cc 2014 64 bit (fully updated).
I remember having this issue in CS6 as well.
What if you use File>Close All and then Apply to All and Yes
Same thing. Interestingly, if I select the last JPG opened and then close all, that one does show the file size (just not the rest).
You can replicate this by opening a number of original JPGs, editing each one (e.g. auto contrast), then trying to close all at once. The JPG compression window will come up, but the part where it shows the file size doesn't show up (that works fine when closing files down one by one).
As I said, this worked great in CS5 so I'm not imagining it!