I think you were on the right track when you said:
‘It can happen sometimes when the URL you’re visiting doesn’t match the two URLs set in “Settings > General”.’
I’ve just realised that the arrows are there if I visit http://www.focusedphotographers.com/ but missing if I visit http://focusedphotographers.com/
My settings say that both the WordPress Address (URL) and Site Address (URL) is http://www.focusedphotographers.com
So I’m not sure whether I should change it. That seems a bit scary in case it messes something up. But at least I’ve got some sort of explanation now.