It seems like there is a hard limit on the object size for corner widgets.
Take a look at the GIF:
when my shape is 1.42 px tall — I can see the widgets,
but if I make it 1.41 px — widgets vanish... and it doesn’t matter if I zoom in, they won’t appear!
It makes it very inconvenient when designing pixel art, icons, small things... This should be screen-based, not geometry-capped!

While you are here, take a look at the related request:
Make the corner widgets automatically disappear in small objects
http://illustrator.uservoice.com/forums/333657/suggestions/43661631