"Connected as media device" Not showing up

[SPRINGHEEL]

Ok, So I have a Note 4, version 5.1.1

When I connect it to my PC, The device shows up, can transfer files just fine, however, the "connected as media device" icon does not show up on the notification bar. Is there an issue with my phone?

 

[B. Diddy]

It's not in the notification panel either, when you swipe it down?