For the time being the sort icons do not appear, but you can sort the columns by clicking on the column titles. We are considering to change this behavior in order to allow the sort icons(to be visible) on first load of the RadFileExplorer control.
In reference to the exact issue: I was not able to reproduce this behavior - the rectangles does not appear. I have attached a screenshot and a simple project to this thread. Could you please open a new support ticket and send us your project or modify the attached one in order to reproduce the problem? Also, could you please provide information about the browser that you use? Once we have a better view over the problem we will do our best to provide a solution.
the Telerik team