Not at all.

But the answer as given doesn't depends on SQL, but on how you interpret the phrase "the status bar". I think it means "any status bar"; the author thinks it means "the status bar of the main window"; it could equally mean "the status bar of the query window", since it is only the query window that is connected to a server and hence the only one to which the question is relevant.

It's not a SQLServer question, it's an ambiguous English Comprehension question.