In Firefox 29.02a, if a message is starred, and you visit it via its permalink, you won't see its stars in the transcript. This includes the messages in the starred message list on the right hand side of our chat rooms.
As an example, let's take this message from RPG General Chat's starred message list, which has two stars on it:
If you click the timestamp, you can visit the message directly in the transcript. It won't have any stars show up for it though:
But let's take the permalink for, say, the message right above that one and visit that URL instead. The stars show up!
It's been like this for at least a few weeks.