For Windows 7, release notes indicate this is a known issue, and this KB indicates you can only fix it by ensuring that the feature I mention above is checked when you roll out the agent. If it wasn't checked and you already rolled out the agent, you must uninstall the agent and reinstall.
KB: http://www.symantec.com/business/support/index?page=content&id=tech44034
Release notes:
Issue: Symantec Management Agent icon may not appear in the system tray
Description: When you install the Symantec Management Agent, you can choose to display the Symantec Management Agent icon in the system tray on the client computer. However, on Windows 7 computers, the Symantec Management Agent icon does not appear in the system tray.