Hello,
This is standard. If You have a step with method called Display - it will only display object and then it is completed so it will disappear. As You mentioned You can add Confirm End of processing - than it will appear in agent inbox until it will be marked as completed.
You can also create asynchronous task/method and set terminating event there - meaning it will be completed after some specific event - but this is rather for some EDIT step not DISPLAY step.
I'm not sure why You need to keep Your display step in Your inbox - this way (only display method) it will never disappear But if You need this using Confirm End of processing would be the best case I think.
br,
artur