Why does SQL Server not use the Index it recommends?
Assuming you WHERE condition still utilizes ChildId, FatherId and StatusCd.  It is possible that from a statistics perspective, that either ChildId or FatherId is more selective.  Taking ChildId and FatherId out of the WHERE clause should result in that new index being used, since StatusCd is the indexed column in the index.

If you hover over the Table Scan section you should see something like the below image:

It is possible that even though it recommended creating that index, that it is still querying by either ChildId or FatherId.  

It would do this if ChildId or FatherId is more selective.  Lets say StatusCd &gt;= 2 returns 6,000 of the 8,000 rows.  But either ChildId = 123 or FatherId = 234 only has 1 row.  Then doing a table scan on that one column, and applying the rest of the conditions after the fact is a more efficient query plan (theoretically speaking) than returning all 6,000 rows from StatusCd &gt;= 2 and trying to apply the ChildId or FatherId conditions after.  

This was something I learned from a question I asked a little bit ago.  The guy who answered it had a really great way of explaining what I tried to say here.  Does the Query Optimizer Prefer to Query on Constants before Columns?

Hopefully that helps.