The Armor Bar/Armor Indicator is disappearing

Every time that I go to the Nether, my Armor Bar (The Indicator above my Heart Bar) disappears!

When I reenter the world, the Armor Bar has returned to normal.

This problem happens this both from Nether to Overworld and from Overworld to Nether.

I didn't try to wait a little to see if the problem will be auto fixed.