You are right, I'd assumed that "Route Number Labels - State" would put route number labels on the map rather than invisible lines that only show up if you click them. Even with Opacity at 100 and using the dark-themed map (black background so shows up better), I can't see the thin white lines unless I managed to get them highlighted.
I tried to highlight WA5, eventually getting it, and the line was considerably off the base mapping in the bit where I tried and failed before. I've not managed to get WA8 at all - I highly doubt that's been downgraded, as its a freeway and not a city street they don't want traffic on (like parts of WA77). I did wonder whether it's because the freeway was only built in 2000 and WA5 was tracing an old alignment further away from the river, but the road along the river is very old (for that part of the world).
Should note that the WA Government layers don't include highways, and what we're looking at is a Federal Government layer of the data - so not the authority in charge of those roads. It's really not a reliable source above and beyond regular mapping sources - another body has lines showing where the state highways go. And it's much harder to use than normal mapping.
Here's the Western Australia State Government GIS:
https://map-viewer-plus.app.landgate.wa.gov.au/index.html It at least puts Mounts Bay Road in the right place, even if its "Freeway, Highways & Main Roads (S)" layer doesn't do road numbers and has more roads than is useful as 'Main Roads' is a broader category than State Highways (and so isn't helpful beyond saying that WA didn't give the traces of their state highway network to the feds for their GIS).
But it doesn't particularly matter as I'm going with signage anyway.