I'd love to see an answer to this as well. In our prior CAD data management software the display of version specific state references was and out of the box feature. It took a long time for our users to recalibrate their preconditioned interpretation of what they were seeing.
I've spent quite a bit of time repeatedly explaining that the state displayed (at every interface) refers to the last version of a given file not the version they are looking at. Given their prior experience and work habits they didn't react well. They are used to it now however I still find it necessary to remind them about this little detail and to this day I specifically point it out to new users when introducing EPDM.