Why is SQL Server 2012 Recommending This Index Be Created?
Just to clarify, SSMS is not recommending that index, it is from the query engine/optimizer. Just to note as well a good MSDN article notes some limitations to the Missing Index Feature.

The fact that your current non-clustered index contains [ProcessNumber] and [Lineage] the query engine found simply scanning the clustered index of the table to be more optimal. It is suggesting an index strictly on ProcessNumber because the query is filtering on that column only. I believe if this is also the column that the clustered index is based on then your non-clustered indexe will be ignored by the query optimizer.

I would look into all the missing indexes the optimizer sees for this table and evaluate the current unused indexes as well.