Did you read its documentation? It will not show line endings all the time, it doesn't make sense to as Sublime normalizes all line endings. What it allows you to do is open a file in a special mode that opens the file without normalizing the line endings. It allows you to modify the line endings in this mode if you wish (I never do as I use it just to view line endings for debugging on occasions).
So normal Sublime editing normalizes all line endings to be the same, so showing a line ending glyph doesn't make sense in normal editing. Simply look down in the status bar and you will see whether line endings are Windows, Unix, or macOS.