I discovered that if I run gnome-settings-daemon, the missing throbber appears.
However, epiphany does not start gnome-settings-daemon, so if epiphany is used outside of gnome, it won't have a throbber by default. Strange thing is that this problem didn't crop up until this week. I've used epiphany outside gnome for a long time without seeing the problem until now. -- see shy jo
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