Yeah, this is pretty standard for the Prius. The engine is running to warm up, but no power is being extracted from it since you're coasting. The display doesn't show everything going on under the hood. It only shows the engine running to provide power to the wheels or to recharge the battery. It doesn't show it running to warm up or (on the 01-03) to run the air conditioner compressor.
It also only shows one picture representing the combination of the two electric motors, so it loses a lot of interesting subtle interactions. But you're supposed to be watching the road, not the details of engine/motor management, so it's probably a safety thing. Its a tough balance to get right, show enough information to help the sales critter explain the car but not so much that drivers spend time staring at it in rapt facination.