Relationship handles do not display when the "Relationship Handles" button is pressed.
I use SE free 2d, st6. My OS is Win7Pro 64bit
Attached, I post one screenshot as an example:
There is a rectangle drawn, no relationships were displayed. Thus, "parallel" relationship is applied, bud the relationships still don't display even the "Relationship handes" button is pressed.
The button above the one you indicate is Maintain Relationships. It must be on to create the relationships. The one you indicate just enables and disables the display of them. So you can create relationships without having them display.