I classify this behavior as one of the quirks of KiCAD. Beneath the “Visibles” label are two tabs, “Layer” and “Render”. The entries listed in each of those two tabs control some aspect of what does, or does not, get displayed.
I also came to KiCAD after using other layout programs and, like you, I was frustrated by KICAD’s behavior at first. After using KiCAD intermittently for a year I still can’t totally explain the logic of which selection controls what aspect of the displayed image, but I know that if I poke around long enough in BOTH of those tabs, I can make the display show what I want to see (or not see).
Not all of KiCAD’s quirks are frustrating. It looks like you are creating a thermal pad from an array of overlapping rectangular pads. This may be a more efficient way to accomplish that result than other, more common, approaches. (See, for example, the discussions at Badass footprint thread or More via on a pad .) When there is overlap between pads with the same pad number, KiCAD treats them as a single pad. I consider this an especially useful quirk of KiCAD.
Dale