Steps to reproduce:
1) Set the plugin policy to "Ask"
2) Try to launch the applet from http://www.java.com/en/download/installed8.jsp
3) If nothing was showed, bug was reproducible. Refer to attachment NoInformation

Note:
1) It was not always reproducible. Refer to attachment ShowInformation
2) Other options like
"Blocked", "Allow", "Always Allow" work well.
3) When the "Java blocked for this website" is showed, Java content can be enabled by clicking on it and accepting the coming trust dialog. And option for Java Plugin would become "Allow". This should be an expected behaviors. However it does not always behave like that.
4) I don't think this is a high priority issue, because "Allow" is the default value for java plugin, which is working well.