We get the icon for Lost in the Woods, but if it's a 3+P game and it's my turn and I don't have it, I have no way of telling who does without going and looking at the game log.
It would also be nice to just know who has it by showing it in the same place as the duration cards, etc.
EDIT: this also applies to Boons that are kept until clean-up, at least those should be displayed in front of the player who has them.