Yep this is a long-standing bug I’ve alerted Webflow support to a few times. Typically the main problem is access it in mobile navs.
Your best bet is to setup a temporary link element with the classes you want and direct it to point to the current page. Then style it however you like. I keep these on a style guide page so that they’re reusable when I need to adjust things later.
The "Navbar" has a button to open/close the "Nav-menu" for all the breakpoints. At the moment, there is a bug where the 'current' state doesn't activate when viewing the opened Nav-menu.
In order to activate the 'current' state, you'll first need to be on the same page as one of the nav-links. Next, you'll want to either leave the Nav-menu closed and select the Nav-link via the navigator to activate the state. Or you can temporarily hide the menu icon for the desktop breakpoint to view your changes on the Nav-link.