For some reason, many of the things I give a thumbs up later play again but the Thumb is no longer lit. It shows that it lights up when I select it, but later it no longer has a thumbs up. Is this relayed to the fact that I'm in shuffle mode? I'm pretty sure it happens regardless of whether I'm in a station or not. Not always, though, as I have many thumbs up that have been that way for years.
One thing to remember is that thumb ratings are station specific - giving a thumbs up to a song on one station will only apply to that specific station.
So if that same track plays again on a different station, the thumbs up rating won't be highlighted.
Additionally, if a different version of the same song plays, it will not have the thumb rating applied to it.
If you are still noticing that tracks you have previously given a Thumbs Up to are not highlighted when playing again in Shuffle Mode, please make sure to grab a screenshot and send it in a reply to this thread.