When discussing topics like trigger coupling, we should first understand its uses.
Different modes of Trigger coupling give us the opportunity to filter the input signal before it is checked for the trigger condition.
DC is unfiltered, i.e. from DC up to more than the bandwidth of the scope
HF-Reject is DC to about 1.2 MHz
AC is from ~8 Hz up to more than the bandwidth of the scope
LF-Reject is ~1.2 MHz up to more than the bandwidth of the scope
So it should be clear, that DC and HF-Reject are basically the same, just with a different upper bandwidth limit, whereas AC and LF-Reject are basically the same as well, just with a different lower corner frequency.
For most use cases, DC-Trigger is fine – and you should know what you're doing when you choose something different. Why would you ever use AC trigger coupling at all?
Usually, we make that choice for the input channel coupling, and if this is AC, then the trigger is inevitably AC coupled as well. This leaves the rare cases, where we:
a) don't have a (constant) DC offset, but a low frequency signal that is mixed with the signal we want to analyze and that appears as a constantly changing offset
b) still want to use DC input coupling, so that we can observe the (changing) offset
and don't want to lose triggering at times.
I can't think of many use cases, where these conditions are met. But if you run in such a situation, the trigger filters, in particular HFRJ and LFRJ, help to achieve stable triggering even in tricky situations. Of course it would be even better if we had variable corner frequencies for this, but that would use too many resources, therefore such a feature is usually found in high-end DSOs only.
And maybe now it becomes clear why Siglent is reluctant to show the trigger level indicator in all the non-DC trigger coupling scenarios. This indicator is not stable, but might have to move quite fast – and it simply isn't fast enough for that. While the actual trigger level is adapting instantly, the trigger indicator lags behind a bit.
I know, the old Rigol DS1052 does show the trigger indicator in AC-trigger coupling mode, but many others do not. And wouldn't a fast moving trigger indicator rather be confusing while not giving any essential information? The main thing is, that with AC coupling, the trigger level is related to the signal offset, not an absolute screen position, as it would be with DC coupling.
On top of all that, trigger engines have evolved over time. Older scopes had an analog trigger, whereas modern DSOs like the SDS1104X-E have a fully digital trigger engine. The latter is far more powerful and more accurate, but not fully independent from the signal acquisition.
Hint: the EXT trigger found in all modern Siglent DSOs (except 4 channel X-E) is analog.
It might be helpful to study this document, especially reply #2, part 4 of the review:
https://www.eevblog.com/forum/testgear/siglent-sds1104x-e-in-depth-review/