Witches, when given a banner in their head slot, do not render it. This is inconsistent with all other humanoid mobs, such as all illagers, zombies, villagers, piglins, and skeletons. Even vexes render banners, but witches don't.
Alongside witches, other mobs don't render the banner such as giants, but these may be intended.
I'm not sure how far back this bug goes (probably to 1.14) but I haven't seen it mentioned here at all.