Showing the Wii remote connection status leads to inconsistent UX,
because we don't do anything like that for GameCube controllers
or with Bluetooth passthrough.
It's also questionable how useful it is given that:
* it doesn't print the number of connected remotes, just that one
remote is connected, connecting or not connected, so the only info
it provides is actually wrong when using multiple remotes;
* this user-facing feature is actually broken in master and no one has
complained AFAIK, which means people don't really rely on it;
* the status bar isn't visible most of the time unless the user is
using render to main or deliberately keeping the main window's
status bar visible by moving the render window and they're not too
far away from their screen;
* emulated Wii remotes now reconnect on input, which means that there
is less of a need to actually know at all times whether a remote
is connected, since pressing any button will reconnect it and provide
immediate, visible feedback via OSD messages and the Wii remote
pointer appearing.