At the moment the only way to know if your armored steeve is still alive is if you see him or if your dwarf didn't say yet that he's gone.
How many times when your Steeve cooldown is up and you try to tame another good bug only to realise that somehow, somewhere your Steeve is still alive in the cave preventing you from mindcontrolling adopting another bug resulting in you being baited into the maws of not-so-friendly said bug ?