The Quartus simulator can display internal signals only according to their actual encoding, not in an arbitrary representation as e.g. ModelSim can.
In your above waveform, pr_state and mx_state are clearly shown, but you apparently didn't understand the signal representation. Normally, a state machine is encoded as one state hot. In this case, you have to display the register signals assigned to each state as Carlhermann suggested. But in your case, there is only
one register bit, which is either '0' or '1'. It
can't be displayed different in Quartus simulator, you only have to understand it's meaning. In my opinion, it's simple and straightforward.