Query plan showing a missing index even though the index is present in the table
Based on the information in your question, I think you've hit a bug that is referenced in this blog (Missing index DMVs bug that could cost your sanity…) and addressed in this Connect item

Per the blog post:
The bug is this: the missing index code may recommend a nonclustered index that already exists. Over and over again. It might also recommend an index that won't actually help a query.