That's been around since the earliest days that the Trains were in the mod.
Just a question about those pictures, though: Did you take those pictures as you were flying each one of those ships? Or is one of them, say, an NPC transport or something?
You see, when you watch someone else's train go into cruise, I think you're able to see the usual engine effects just fine. But when you watch your own train do it, for whatever reason, the effect is hardly noticeable.
Anyway, I think that's how it goes. But no, it's not just you. The same thing happens with the Stork's engines as well.