Confused? I've got Ghost 15 and NIS2013. To the best of my Knowledge Ghost does NOT show threat levels? Also, there are differences in the tray icons, but always with a Yellow circle with a black outline drawing with a 'disk' and an 'arrow' going into it. On the lower right of that icon is a different indicator. Red X when the service can't be found, Green check when all is well, and I think an Orange Check is in progress? Maybe you have a different screen resolution than me and might not see it all clearly.
You can open Ghost and the ADVANCE menu selection on the lower left EVENTS and see if that sheds a light on the subject...
Actually, I am not running Ghost now but SSR Desktop 2013 as I'm on W8 and that is all that is supported for backups now, I did have Ghost 15 until this week, but SSR and Ghost are basically the same in operation and options.
EDIT: Oh the Treat level in Ghost that details if a backup should be performed or not is what you mean I see, no, I don't think this changes the icon, just if a backup should be done. I have that disabled and have never used it, so I don't know for sure.