First, please make sure that you have the "detailed tax display" option of the configuration activated. Otherwise, it won't display the detailed taxes.
Also, for orders created from the backend, or for orders created before that option was activated, if you add products to the order, taxes won't be detailed.
But if you add a product to an existing order which was created after that option was activated and that the order was created from the front end, it should definitely work, and that's the common case.
We didn't think about orders created from the backend, when we added the detailed taxes display. That would require some modification to the creation of orders in the backend in order to properly initialize the taxes info in the empty order when that option is activated.