Here are 2 screenshots: http://imgur.com/a/vBPxg
A. Just before clicking the "shuffle" button.
B. Just after clicking the "shuffle" button.
I can't see any readily-discernible difference between them.
I reported this as an application bug in bugzilla (https://bugzilla.gnome.org/show_bug.cgi?id=784682), but
"Making this difference visible is your gtk+ theme's responsibility. It looks like you're using a dark variant of the ubuntu theme or something, so you should probably report this bug against whatever that is."
Any ideas?
If you (install and) run
unity-tweak-tool
then under "Appearance -> Themes" you can select a GTK theme. On my machine there are three themes available: Ambiance (default, what you are seeing), Highcontrast, and Radiance. Ambiance and Radiance have the problem you noticed, while Highcontrast doesn't, so it's true that Rhythmbox is at least doing something to the button that some GTK themes are willing to display. It seems that the Ambiance and Radiance themes are part of the Ubuntulight-themes
package, so you could report a bug there and see what its maintainers say.