Hi Philippe,
The problem with these images is that they have a grayscale ICC color profile assigned (namely 'Profil niveaux de gris lineaire'). Since the color transformation defined by this profile forces a grayscale representation of the image, the mask cannot be represented as a red overlay, but only as a gray overlay. With this profile assigned, the only mask rendering options that can be effectively used are 'replace' and 'multiply'.
I don't know why you have assigned such profile to these images, but with 99.99% probability, this is incorrect. On one hand, I have serious doubts about the correctness of this supposedly linear profile. More importantly, this profile won't provide you with a valid screen representation of anything valid from a color management point of view. Furthermore, as soon as you get a nonlinear screen representation with STF, or when you apply any nonlinear transformation (HT, CT, etc.), a linear profile can't make any sense at all.
I strongly recommend you cease using this color profile, since it won't let you see the true image that you have. If you insist in using it, press F11 to disable color management and then you'll be able to see red mask overlays again.
In PixInsight you can use any color profile, including grayscale and RGB profiles, with grayscale images. If you want to work in a color managed environment with grayscale images (after a nonlinear transformation, of course), you can use a standard color profile such as sRGB or Adobe RGB, among many others.